The relic isn't safe in the Shadowfell, neither Balthazar nor Thorm are Sharran anymore, they're probably afraid Shar will decide what to do with the Nightsong that doesn't aid her rivals.

Do we know that Ketheric was resurrected? I thought that he has just been stewing in moonrise since the curse. On that point...the curse is Sharran in origin, was it put on Thorm after he renounced her? There used to be a book in the EA where Thorm was described as getting too big for his breeches, which was implied to lead to his downfall. I'm pretty sure Balthazar is referenced from before the cursed times, but it does make more sense if he's only brought on as part of the Crown gambit, explaining why Thorm now follows Myrkul.