Because otherwise Hinjo has no part to play in the story. He's not in this book, but the story will return to him and the refugees eventually. Don't forget Kazumi and Daigo as well. Moreover, Roy probably feels bad about losing the battle and wants to make things right.
Just because the Azurites haven't lived in Azure City for a while doesn't mean they don't consider it their rightful home. Xykon didn't set foot inside his tower for 30 years and yet in his mind it was still 100% owned by him.