the question is what comes after the shadow world. the "dungeons" look pretty much like small worlds to me, maybe they got a deal with something in the shadow world so that they could get their hand on such world. in such a world they could make their utopia of commoner rule come true. this is just my imagination, my point is that we ahouldnt consider the end of the world mc is living in right now as the end of everything until we have confirmation that it is truly the end of everything.
one of the higher ups was the pope of holy empire that was destroyed by the shadow world, they have more info about what comes next than the mc