There are some circumstances where the sight of an Imperial ship would cause to be some unpleasantness. As for the Sky City, it is perfectly save under the Marquise's reign. I thought that she might want to see the different sorts of magicite that allow the city to float.

If this is an inconvenience, we could always use a gate crystal to move from location to location. However, that would mean either going through the Nalbina fortress or directly into the plains - which could prove to be dangerous.