I think some of us are forgetting that the Zuma GM has most likely, in fact, been sitting around alone in the west back when none of us even got close to settling that area.
Why is this important? Because, seeing as how he's done it for such a long time already, and didn't just leave because there was "no reason" for their existence, not initiating contact (You guys realize human characters were the ones to bring to attention to the world that the daimons were around when they were probably always there, right?) So if you go leave them, then it'll be like in the early days when no one even knew there were daimons. It's ridiculous to believe the GM will go pursue realms far away, when for a fairly long time, he has been patiently sitting around in one place not doing anything (that we would know of)
For a more concrete example: Do you guys know about Bowie Ironsides? Yeah, he has a death mark on him by the daimons such that if he sets foot in the west (that they find out about) then things will go bad. But right now? He is enjoying life as a lord in Morek Empire.