Kaido's dream is to die in an Epic Way on his own terms against the strongest. Just like Whitebeard.
Kaido said Whitebeard died perfectly. In battle, broadcasted to the world, against the World Government, Royal Shichibukai, and the WSS. Kaido envies this and possibly was why he also went to Marineford.
There is a stark difference in a death in Wano (against the new gen) and a death against the Marines (3 Marine Admirals, 5+ Warlords, 2 Legendary Heroes, 100k+ Marine Soldiers). The New Gen gain everything from this death, whilst Kaido retains nothing.
Wano is the perfect place for Kaido's anti-death wish. While Marineford was broadcasted to the world, the opposite is the case for Wano. Wano is isolated and Kaido will die only a dogs death where no one but Wano will witness. News will of course shake the world, but it will paint the Strawhats in a great light. Especially with Big News Morgans fervor and favoritism for Strawhat Luffy's exploits, he will paint a God Valley-esque narrative that makes Luffy look Goated and Kaido/Big Mom look pitiful.
It's already been shown that Morgan's doesn't give a shit how Big Mom feels about what News Titles he prints.