Having him in Sigmascape is the best place for a character like Kefka to appear in. This means that Omega is recreating a character everyone knows and loves, with no change to his personality (what makes him a good villain). If he were a Garlean character, he'd just be viewed as a rip-off/unoriginal character, as his backstory and personality would not be the same as that of his FFVI counterpart.
