1 - Ultima Thule is a place held by dynamis, emotion, each one is countering a wish for nihility and everyone was mostly onto that by the time Estinien performed his own sacrifice which sealed the conjecture brought by Thancred's initial making the realm survivable. Each one meets a thematically equal and opposing wish to their own desires.

2 - They're not surprised. Both the game's presentation and the cast understand that this is not actual death, more they do not want the burden of pushing forward to be left to ever-decreasing shoulders. Alisaie spelled this out explicitly that it wasn't fair to WoL that everything was left up to them alone to fix by the time the twins make their push.

3a - You couldn't summon the party at that moment. They were held up in making Ultima Thule survivable. So instead you bring Emet and Hythlodaeus out to use Creation to make it a space of aether and not dynamis along with trying to dissuade Meteion by giving her a visual representation of the complex reality and hope of living in the form of the gift Hermes would give her.

3b - Emet literally says they're half-formed souls and that he will not suffer being reformed to full by Hydaelyn's magic. Azem's power of summoning help was not what was limited, what was limited was restoring form to the formless which is what you did for the Scions and what Emet rejects, stating that his time passing was the entire thing you fought about back in Shadowbringers.