The young man didn't leave this world after destroying it either. He sealed it in a separate space so it could never be found. For the entire universe, this world was destroyed.
The Baltics had a connection with their home world, so they were able to create stones that could open a portal back to this world. They used the energy of death to make it happen as well, only to fail at the last moment.
Through the memories, Lucifer saw something he found even more intriguing. The young man didn't fight anyone after destroying the three worlds. Instead, he sealed himself in this world. Lucifer also knew the reason.
In the battle where he destroyed the three worlds, the young man realized that he alone wasn't strong enough to destroy all his enemies. His talent was limited, and his strength was also not enough, thanks to him being poisoned in the battle.