Alexandria didn't invite Sherlock to the Duke's territory to be a guest.
The Duke's territory was too far from Eternal Kingdom, even if a Teleport Portal was used. Sherlock didn't have the time or energy to make the trip.
Alexandria went to Dungeon Venice in the Northern Underworld because of some matters.
It was a Dungeon that wasn't far from Winterfell. Venice was much larger than the desolate Winterfell. Previously, the gamers fought against the Hades Devil army on the outskirts of Venice.
Hence, Sherlock was familiar with Venice.
In Winterfell, everyone knew about Sherlock. However, not many of the residents in Venice knew about Sherlock.
He was able to enjoy a peaceful time in the Dungeon without being hassled by inquisitive reporters.
"Lord Sherlock! Take a look. This thing is very adorable!"
Evelynn stared at a petite Hamster as she placed her palm on her knees and looked blissful.