When Kyran and Dusk first met, Dusk left in the direction of Armakea. Thus, when Kyran warped to his location, Kyran knew he was inside Armakea's territory. If not, Kyran would not have succeeded in warping to where Dusk was due to the warp's target distance limitation.
Considering this, Kyran disguised himself as Achim when he left Dusk's hiding spot. He could have a number of people from Armakea he could change into, but going for Achim gave him a wider width to move around. After all, Achim was a Prince, and he could be arrogant, and no one would dare defy him given the King's favor. Moreover, Achim was his Servant.
Although Kyran's location was closer to the border, which could be considered under Kesiah's jurisdiction, Kyran could not change into her for obvious reasons.