He didn't need to worry that they wouldn't do as he wanted—they were literally one with the wind. Even in the most airtight room, air still exists. It may be stagnant, but it will exist. They were the best for such a surveillance situation.
Kingsley wondered why he hadn't thought of this when he wanted to spy on the Euroans or the Dead Lands.
Sylphs could enter and exit anywhere almost undetected because they were just the wind. No one would think otherwise.
With them sent out, Kingsley believed that news would reach his ears in a day or two. After all, even with such powerful means, it still takes time to gather information.
In the meantime, he chose to work on turning his kingdom into a standardized empire. The system had already given him the title of Emperor, and his small kingdom was now an Empire, so he had to live up to that hype.