[@thewizardguy]

Well off the very top of my head, I would summize that for those hungry for power;

In the Nexus, there is a set order to things that is enforced and propogated by the mass proliferation of super powered beings in constant conflict. You lot are part of this motley lot and are exceptional save for there being so many of you. 

Therefore, leaving the Nexus and entering a more mundane universe would leave you beyond the sight and control of higher beings while standing head and shoulders above the lesser ones. Hell, even Miyu could live like Deva if she found a generic slice of life world without powered people, so imagine what Henry, Fran, or Endian could accomplish with a universe beneath their heel and no architect to lay a design for them to fill. 

You may not be immortal, but most here are long lived or ageless anyway, and you'd certainly be gods wherever you went with more combat experience and power then any who would possibly cross you. It's an opportunity to carve out your own utopia and instill your ideals upon it for universe of your own making!

A chance for Bonesword to rest at a peace.

A chance for Henry to own a fracken universe and all it contains. 

For Fran to find love without the lines of conflict to restrain her.

For Miyu to go where none know her treachery and she can be as wacky as can be.

For Wolf to establish a perfect order.

For Khaine to stand vigilant over a young mankind.

Simply put, it's the chance to be unfettered by all but your own willpower, free at long last from a cycle of ceaseless conflict, or create one anew. The choice would be yours.