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I figured Guzma was in the process of quietly freaking out when you show up. His whole character seems to revolve around hiding his own feelings of inadequacy behind overblown bravado, and having all his hopes and dreams with his team and Aether ultimately boil down to sitting in an alien cavern while Lusamine parades around wearing a jellyfish was probably his breaking point. I imagine when the two of them got there, they had a conversation something like:
Guzma: Well, we're here. Freaky looking place, but we've got your Ultra Beasts. What's the plan for getting them back home and taking over?
Lusamine: Back home? We ARE home now, Guzma! Here, with my beloved Beasts, I'm free of the ugliness of the rest of the world! And you've been granted the most wonderful gift I can think of; you alone will be allowed as witness to my beauty.
Guzma: ...Oh.
And then the self loathing kicks in, and you find him sitting morosely on a rock.
