Aymeric (SPOILERS)

[CyrilLucifer]

Huh, I always assumed Thancred wasn't helping with Sephirot because he can't teleport to Azys Lla. Doubt everyone is going to travel to Ishgard and take the airship there when they can do that from the Rising Stones directly

Krile and Urianger haven't even been to Azys Lla prior to this questline, they couldn't teleport there, either. They would have had to take the airship. Thancred not being able to teleport isn't really an excuse in this case. And Mor Dhona isn't terribly far from Ishgard; after all, Thancred got to the Stones and back to Ishgard next patch once already!

That being said, looking at Unukalhai's dialogue, he says straight out that the Scions are aiding 'us' (referring to you, him, and Krile) against the Triad. Urianger actually getting some air from his hidey hole makes sense, considering he wants to see if Unukalhai can be trusted, but I don't really see a reason why Thancred didn't. The goal was never for them to be near the primals, they were always going to stay back and make sure no one interfered.