I don't understand why people are so surprised about this.
Saul needs to hide from the WG/Marines, he can't go back to his home as if nothing happened. He needs to go somewhere where even the WG/Marines don't dare to attack. Elbaf which is known as THE STRONGEST KINGDOM IN THE WORLD is an ideal place to hide, especially when Saul himself is a giant.
You're just assuming things, first of all Carmel made giving John Giant to WG a big deal, suggesting that it's not easy to capture Young Giants
But according to Saul there is another Giants Home that is peaceful and completely opposite of Elbaf culture wise, so why didn't Carmel work there instead of Elbaf?
And aside from Elbaf Giants, the only Giants we saw are all Marine Vice Admirals. And Now we learned that Vega visited Ohara after it's destruction
If we put all these Info together, it suggests that Home mentioned by Saul could simply be a WG Island where they experimented on John to create New Giants using Kids or Babies (Similar to what Caesar tried to do)
So I'm not questioning Saul going to Elbaf, it's just that if this Observation is correct, then only Scientist who could have succeeded in such Experiment is Vega, so he worked on this so called Saul's Home Island
If that's the case, then Vega would have told him to return there so he stays close and Vega protects him, but it wasn't the case
Imo this suggest one thing (Especially seeing how long ago John was taken), Vegapunk isn't only Scientist working for WG, there is another one before him that the world don't know about at all
And such Scientist was indeed mentioned before, it's "Willie Gallon" and I believe he works directly with Imu
It's also why WG don't care about losing someone as smart as Vega, there is someone else more Loyal who can understand all Vega Research