Anything that Shojo could have done for Azure City would have been worth nothing.

Miko still would have stopped Soon defeating Xykon, Xykon could probably take out most of the Azure City army by himself after the gate has been destroyed, thus rendering any advantage given by having a trusted monarch on the throne is meaningless. And if you give the argument that Xykon didn't have that many high level spells, he can always rest a while and recover them. 30,000 hobgoblins won't be easily killed :)