I had the thought that he left knowing that things would fall apart under Esmi, and used that as a lure for his enemies. So Fanayal comes out, the Yatwer cult, the Zeumi plotting, they all sense weakness and converge, allowing Kellhus to just make a quick trip back home after transforming Proyas into the leader the Ordeal needs by disillusioning him and sticking it in his butt, not to mention mostly saving the Ordeal from a nuke. He's got his enemies right where he wants them, without having to work so hard or wait around in Momemn.
At just the cost of Maithanet and Thelliopa, both of whom are a-list competent henchpersons. But hey, maybe now Esmi will think he does love her after all.