They disappeared at exactly the same time. Both Yamao and Kin emon's group hadn't seen Wano for 20 years. If this was Kin emon's reaction upon discovering how bad things are, then you'd expect the wannabe Oden to react similarly upon witnessing first hand the state of the country.
Dressrosa was just an ordinary country. There was no deep lore surrounding it like there is with Wano. The only reason Dressrosa was even relevant was because of Doffy. Once he was defeated there was no real danger posed to the country.
Funnily enough Oda even addressed this. Some fodder considered going to Dressrosa to grab their weapons but Fujitora acted as a deterrent and so anger turned to the Luffy and Law. Yes, Fujitora won't always be on Dressrosa, but there is nothing special about the country in the first place. It would just be assumed the navy took the weapons and that's the end of that problem.
Dressrosa was under threat by some angry fodder who had been cheated, whereas Wano is under threat by the most powerful organisation in the series that has been continuously eyeing up the country for reasons likely connected to the void century. Doesn't even begin to compare.
Because as has repeatedly been brought up, Wano is one of, if not
the most important nation we've been to in the series.
She won't be physically forced to stay. She could simply decide to stick with the people of Wano. If she goes with Momo to open the borders then she gets to fulfil her desire to adventure, whilst also fulfilling her desire to protect Momo, even if it kills her.
The scabbards can stay and look after the country whilst Momo and Yamao leave.