"Because the world is a prison for an immense god-killing, soul-eating abomination, and it's really damn close to escaping."

Maybe. That was the worst part -- Roy knew perfectly well that there was MORE to the tale than anyone either knew or was telling, but in absence of any certainty he had to proceed with what he did know and fit the available evidence.

"If the gods act quickly, they can make a new world that fixes the flaws in the old world that allow for that escape."