Since Baiyi figured out what was bothering the young Emperor, he had been trying to come up with a way by which he could see his master without trouble breaking out. However, it was difficult to come up with anything that would not cause the future to change drastically.
The Fifth Walker knew he could not just go to the Imperial Capital except he wished to entertain the public with a battle. He also could not tell the Emperor the truths, as knowledge of the future could very well change the future itself.
After thinking about this for a long time, Baiyi decided to enact a plan he came up with: show his hand at the gate of Highland City. His actions had to be subtle, but not subtle enough that it escapes the notice of the city's authorities.
Since everything we know about these characters is down to how much Author-san wants us to know (or wants us to believe), so who knows, maybe a few chapters from now, they might drop some wham reveals about how Dante is *totally* not a bad guy! In fact, I bet Isythre “history” turned out this way *precisely* because Baiyi meddled in it (you know, typical time-travel shenanigan), too. Personally, I think Dante was wack. The disappearance of the Book of Servitude dealt a diarrhea-level loss, so there were even fewer reasons to weaken the empire through a civil war which also created the chance for the empire’s next best defense, the Sorcerers Corp, to be exhausted and destroyed. All that s*** spent on a civil war could have bolstered other military strengths, man! Sure, you earned yourself an imaginary pat from an emperor who’s already poofed out of existence (though one would probably debate the point of having a pat in the head when that same head was removed from your shoulders later), and you totally followed the laws (which are changeable, anyway); but the outcome benefitted no one, man. So yea, utilitarian-wise, dude’s wack. Ideologically-wise, I also think he’s wack, because absolute fealty to anyone or any object, to me, will always be laughable.