The best other option for who is calling us is that it is a character we have not yet met. My money is currently on it being the actual Zodiark who is trying to get the WoL's attention and is having trouble doing so.

Even if Arbert and Co. were to use the Crystals of Light to go back to their shard, they would still have to use the Ascian trick of possessing a body in order not to die. The entire point of how the Ascians stay alive is that it is an aberration of the natural process of life and death. Both the Asicans and the WoD purposely detached their souls from their bodies (like they were going to die). Only instead of going to the Lifestream like dying aether is supposed to, they went Somewhere Else. So long as they don't go to the lifestream, the can stay alive indefinitely. However, in order to interact with the material world, they do need bodies. So they posses them.

The WoD knew that they were going to die even before then came to the Source. The only thing they wanted was for their Shard to not be destroyed by a Flood. They don't really care what happens to themselves so long as that can be prevented. Once Hydaelyn says she can prevent that from happening, their task is done and their journey is over. The WoD are agents of Hydaelyn same as we are and breaking the world (which is what is happening when the Ascians stay immortal) isn't something they want to do. We can see Ramza and Co. doing the same thing at the end of the Ivalice Raids.