After several attempts, Roger finally confirmed something when he opened that Cursed Gate and entered the world beyond.
His shadow had disappeared.
He was unclear about the state he was in, nor could he discern whether he had become a shadow himself.
In this world without shadows, Roger's range of activity was very limited; as far as he could tell, it was confined to this abandoned manor.
He had asked Anna, but Anna had lost too many memories to provide a plausible explanation.
Roger also wanted to assimilate the abandoned manor, but after much consideration, he still temporarily gave up the idea.
Although the Misty World had brought Roger many benefits, the Mist Hut was situated in a Different Space, making it quite troublesome to enter and leave.
The new house at hand might well have the same issues as the Mist Hut.
Moreover, regarding the so-called Shadow Gate, he knew too little information at the moment; assimilating now would indeed be too blind.