A part of Theodore was screaming to him to chase Lilith to her territory and get her to back out from the war no matter what. Or at the very least, make her answer his questions. That way, he could prevent some potential disaster later on in the future.
However, another part of him warned him not to provoke Lilith because she was very unpredictable. And because of his provocation, he didn't want her to cause harm to Adeline in any way.
All this clashing of his thoughts was unbearably maddening for him. And he didn't want to return to his wife while his mind was not in the right place.
"I have to let out my emotions while I am still here. I don't want to accidentally say something mean to Adeline, that also on her coronation day."
Theodore already knew where he needed to be at the moment. And he readied himself for teleportation.