It's definitely where he spends the majority of his time. It's full of magic and the supernatural, and he's a space wizard who eats ghosts (not literally, but if you count ghosts he's technically six people right now). So the place is a natural fit for him. Especially with it being the most welcoming of the major cities, what with them already being completely used to weird and unnatural things happening.

Plus he's got a lingering mystery to solve there, so it's also something to do.