Is there any lore reason as to why you just show up in Farum Azula after setting fire to the Erd Tree?

The Greater Will hasn't abandoned the Lands Between. At least, not according to one of the finger-reader crones.

And it sort of checks out, since the Elden Beast serves the Greater Will and is inhabiting Marika/Radagon's body at the end.

One of those quotes from Melina also says "In Marika's own voice" "I divest thee of thy Grace."

So the Greater Will is still present in some capacity, but is pissed off enough to be punishing Marika and making its servant occupy her body.

Somehow despite this, she is still able to set a plan into motion for the Tarnished to break her out and (hopefully) put her head back on afterwards lol.

At least that's my take based on quotes from the game. If one of those quotes is deliberately false then idk.

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