My opinion still is, N'Zoth could free himself and will went straight into hiding, don't ask how, but as he is prisoned down in this black hole.. I don't think he has a fortress down there and wants to stay at this place. Also N'Zoth is more a tactician than a warmonger. He planned something like this over the span of 10k+ so why just risk everything if there is as crazy Banshee out in the world with your weapon, which could weaken the world even more.