This boundary just so happened to be connected to Lucian's territory in Hell, which was located in the Forest of Despair. With so many twists and turns, Lucian got this once-in-a-lifetime, but also boring, opportunity.
"The aura of hell is subdued by me, for the time being."
Lucian then explained to Aerine what she could know for now. The parts that weren't harmful for her to be aware of were naturally revealed by him. He wasn't stingy in the slightest, as information was in itself a form of strength on some occasions.
The mansion was erected in this place for the same purpose. Lucian was given permission by the world itself to build a mansion and alter the time and space here in accordance with their contract.
After all, Lucian wasn't a subordinate to the world but had equal standing when it came to their contract terms. He would never be a guard dog but had to have a form of benefit within.