Neither Paul, nor Mei were expecting Dragon-Lex to suddenly take out a tavern and place it down. Lex, on the other hand, had long planned this. The taverns were all internally connected, so his plan was to open up a number of taverns across the Origin realm, as well as any others he could gain access to.
This way, he could access multiple realms and send guests to and from those realms. The issue with such a setup was that then he would need to protect the taverns, but that was manageable. Moreover, he believed that this would put all those watching the Inn at ease.
If there were fixed and dedicated entry and exit points for the Midnight Inn, then it would not be as much of a threat.
The issue, however, would then be to make sure that the connection between realms via the tavern is not misused - or to be specific, to make sure he charged exorbitantly for such a service.
