Honestly, I can't see any reason for my Watchers not to go on home after Ashen Maw. They got their soul back and, as I think Atsura points out, there's no way to stop Eothas from doing what he's doing - might as well go on about your own business. Ukaizo can stay lost. But then the in-born curiosity of an adventurer kicks in and it's off into the storm...
It's a good thing the Watcher does go, though, because Eothas really needed someone to turn off the storms and report what happened at Ukaizo for his plan to have a good chance of working.
The only reason that comes to mind to keep chasing Eothas is because Berath (+ the other gods) asks you to try and reason with him: you might have recovered your soul, but the chime that she can use to control/destroy you is still there and not complying to that last request means death/suffering at her hand.
IIRC it's Eothas that frees the Watcher from Berath's influence after the last talk with him, so before then you're stll in her grasp. Basically, it's just a matter of self preservation.