My problem with leaving is... then what? Seriously, then what?
We go back and tell them, "A portal to hell might be about to open; it's power source is about a mile away. No, we don't know where the portal will open. No, we can't do anything to stop it from here. The power source is about a mile away and I stopped investigating so I don't know where it's going. No, I'm not even sure it's a portal. I stopped investigating. Just try to be alert. Stay frosty."
We act normal and then what?
Not die?
Get Lilijana and the Ancient Widow's backing?
Put Slayers and steel between ourselves and prospective demons?
Pass by without
anything triggering, and reach Dum without getting mulched by demons?
Disrupt the Waystone shenanigans happening at Dum, and then laugh as the Vlag ritual's fuel source is cut off, while we're nowhere near ground zero?
Using the Lord of Change example I'm looking at it like this:
A: Getting in a magical duel with a Lord of Change before they can complete/divert/whatever their Ritual, But with Dragon support.
B: Possibly getting in a Magical duel with a Lord of Change after they completed/diverted/whatever their ritual, But with Dragon support and Steamship support.
If I though this might be a Daemon of any other flavor than Tzeentch, I'd argue for act casual and get the guns. But I just really don't want to give a Tzeentchian time to play with 185 (potential) cumulative years of Karak Juice.
See, I feel like A is just Click Here to Die, B is Probably Die Unless the Ancient Widow can come in clutch, and secret option C, go to Dum, disrupt the ritual from the Waystone there, and laugh, is the only actual winning option on the table.
Will an extra hour, or an extra week, be enough time for Tzeentch to trigger his probably doomsday plot? Maybe. Do I think we have a
better chance of stopping it by skulking off to Dum than telling the mountain it isn't hard enough? Yep.
(Although if we do take secret option C, I'm 1000% in favor of detouring down through the Dark Lands instead of passing Vlag on the way back.)
Given it implies the other two options are "allow a Lord of Change to engage you in a magical duel at a time of its choosing..."
Or perhaps, "give a Lord of Change more time and opportunity to attempt to get past your mental defenses unopposed."
Why do we need to 1v1 it, though? It might not attack us at all, and if it does, there are other wizards and Lilijana.
The 1v1 Magic Only Final Destination bit is the bit I object to.