Because those relationships will be temporary. Returning will be a permanent solution.

... I also do not recall success in... any of your attempts. [ ... Sorry Inigo. But Laurent's gotta say what he's gotta say, apparently. ] Though, if they are aware of how we are able to return to Ylisse, they could be of great assistance.

[ He clears his throat. ] My house, according to the strange maid, value knowledge over all others. And yours?