He left the Aurora Steps to his Mortal Empire in order to easily fully awaken more auroras. In addition, he had thrown The Seal and Hell's Right Eye away from himself, so they obviously weren't with him either.
Dyon was an Emperor, why would he carry about energy stones or treasures and the like? He left these things in a treasury to be used by his Empire when they were needed. Unfortunately, that left him the poorest he had been in a long while. Not that mortal plane treasures were worth much on the Immortal Plane anyway.
This aside, this Immortal Cave could be considered his first property here. He likely wouldn't stay long, but since he planned on exploring the desert bubble world for the next few years, it would be more convenient to have a place here.
He created a few things for luxury and comfort before drawing arrays to light up the place and laying a few defensive and concealment arrays so those wild beasts didn't come poking around.
