Rex somewhat expected this.
Back when he forced his way into the Mortal Realm, he announced to Kaiser and Meloriana that he was going to go against them in their own territories. He didn't do it without a reason. He did it because he wanted them to focus on him.
Pull their attention away from the others in the Mortal Realm.
A deliberate taunt so that the Lunirich Gods would be busy worrying about their own realms—and have no time to make another attempt at the others. Rex wanted to believe that their last attempt had used up all their methods to enter the Mortal Realm.
However, considering how many times they managed to find a way in, he couldn't be sure.
So, he decided to taunt them instead.
Having the battle brought to them would not only be dangerous but humiliating, and Rex was more than certain that they weren't going to let that happen. No matter what, the Lunirich Gods would locate him and kill him before he could ever enter their realms.
