To get out of this world, Arad and Gojo must act like sealed monsters. They must find agents in the outside world and get them to do their bidding. Here, they had no power, but if their agents could slowly empower them, one day they would be able to get out.
Gojo got Lucy outside, and he could contact her through his dreams. His goal would be to have her find his missing jewel and use the power stored there to free him.
One dream was enough to get his plan out.
Lucy, as a goddess, has now started to act upon Gojo's will. She weaponized her believers and the entire Arctic Kingdom to hunt for Gojo's lost jewel, to get the lost power of their king, and pull him out of the eternal prison of everlasting entropy.
Arad could've had Gojo deliver his word out, but he didn't. He had more ways of connecting to the real world than his brother.
