@Rasz From the start he could do that, they considered, if I'm not wrong, but that will imply that the Empire territory would be Shin possession or Earlshide possession.
A huge territory unguarded, to avoid conflict with the neighbor nations, they decided to make a political reunion in order to share the territory, the empire was too destroyed after the demon rebellion and so it would be too expensive for the Earlshide Kingdom or Shin alone to take care of it.
Now that its all divided will be easy to peacefully rebuild and occupy the territory. It would be weird for the ultimate magicians to clean the entire demon threat and them just handover the territories, and there was a chance that the ultimate magicians could fail or someone end up dead, Sicily almost died once against the demons, and the other members had some difficulty to fight high tier demons on the previous Arc, because of that, was decided that each nation would sent an army to help on the occupation and demon extermination.
Its all on the previous chapters, its too much dialog and was a long time ago, its kinda difficult to remember everything, but those were the reasons for them not just fly there.