Azul has never been to the outside world before.
He grew up in the underground hidden village, and thus he never knew he saw the real sky.
In fact, even people of Bastille can only see the sky over Bastille; the rest of the sky in the desert is covered with dark clouds after all.
He originally followed Jareth here because he wanted to help out his village, but he was also quite excited to see the outside world with his own eyes.
As he was promised, his sister was sent convicted for her crimes, but she only got two years of jail time because of Jareth's words.
Due to the urging of the mayor, the court hurriedly completed the Ensha's case, and in just a mere half an hour, everything was a done deal.
Usually it takes months to properly complete a case, but this one was so fast that it seemed rushed.
Even the judges knew how serious the situation was; a grade-1 mage has a lot of say in the empire after all.