Kyran did not warp immediately after taking Cade along to prevent Ruin from recognizing him. After confirming Ruin did not go after them, Kyran finally to Azaloth's Inheritance with Cade in tow.
Azaloth's Inheritance was hidden at a place Kyran was familiar with; at an inconspicuous cave in the ravine near the Chaos Palace.
Somehow, he was not surprised that Azaloth chose to hid his inheritance close to the palace. Given the latter's ties with Caelan, it was understandable that he wanted to hide his items near Chaos Palace.
It now made sense why Azaloth created the mist around the forest. It was to protect the Chaos Palace and his inheritance.
In Kyran's opinion, Azaloth likely had no intentions of giving his inheritance. However, if there was really a person who could survive the mist then it was proof of that person's capability and deserved to be rewarded.
