LONG ANSWER: I’m not sure if it’s been stated outright, but each world needs to have at least one of its bosses stationed in it at all times in order to avoid a Terrible Fate – which is why it’s important to protect the bosses in the first place. Bosses can only leave if they have a mini-boss (or several) to pick up the slack while they’re away.
Why doesn’t the boss just, you know, live far away from the bomb creatures? For example, in the world before you can even get them?
Oh right, because then the comic would be boring.
LONG ANSWER: I’m not sure if it’s been stated outright, but each world needs to have at least one of its bosses stationed in it at all times in order to avoid a Terrible Fate – which is why it’s important to protect the bosses in the first place. Bosses can only leave if they have a mini-boss (or several) to pick up the slack while they’re away.
SHORT ANSWER: wanton hubris!