Sure, the distance he needs to cover has diminished greatly now that their territory is close to each other, but the cost in divine energy becomes significant if he has to do so every day.
This time, Legion is spending 8 times that amount because 8 of them are going to attack her at once instead of sending one clone at a time. It is truly a lot of investment in hopes for a quick resolution to the conflict.
Fortunately, all of his efforts have not been fruitless. He has managed to kill one Oracle of every true god. This is mostly thanks to having more than one body. One clone would pursue the oracle while another holds back the god's avatar.
But that's not going to work anymore because the gods have hidden their second Oracle so that they wouldn't be able to find it. That has made spreading their religion slower, which has played into their favor.