Kahn declared his intentions to travel to the Fire Empire named Vulcan after he was finally done ascending to the Saint rank.
As for the main reason why he chose No Man's Land… it wasn't just because he wanted a safe place to breakthrough.
Since it was inevitable that he was going to be detected by the Gods, he used No Man's Land forest to cover his tracks first.
And eventually, both of the closest empire's authorities will be confused about his origin and no one would be able to guess where he originated or where he went.
Hell, they wouldn't even be able to confirm if the new Hero of Darkness didn't enter their empire first after his arrival in their world since no one even knew when or how he entered Vantrea because all the representatives of God of Darkness were eradicated 300 years ago.
And obviously, their suspicion would also fall on the other two empires that he originated from there or he went there instead.
