There's a difference? Home is ... home. Right?

"Home. Safe. Yes."

I guess he wants to go to the home that's safest. And Eternia doesn't seem like the safest option of the two right now. Not with the threat of Hordak looming over everything, even if he has friends there.

In the pokemon world, he can do what needs to be done without coming to harm.

Though, it might take a little more prodding yet to get him started on that road stay tuned!...