It seems like a pretty risky move to leave that Kalon guy alive and even allow him to follow them back to their home reality. Nothing says the god behind Kalon wouldn't turn his eyes that way too. The god might push for a major demon invasion, to get the kicks out of it, and then appear to create a blessed hero or two. Just like what happened in Kalon's home world. That situation is made probable now with Kalon hanging around, as he's already a god's apostle, not to mention there was one world upgrade already, so it's not like the gods would be all ignorant as it is.