@Dark CloudHad responded in PM but I'll add it here for discussion too
It's simple: Laharl is mostly in the same boat Mao is. Sure, in his current situation, his personality is a bit more clashing, but once he's not under Galeem's influence, he'll surely realize that his own Netherworld needs to be put back to how it was. Nobody threatens the throne (Or his friends minions) and gets away with it.
Mao has a bit more exposure than Laharl, though. He hasn't had as much crap going on, where Mao has a checklist of beatdowns that need done for the sake of revenge. Another relatable thing they could have is restoring strength however, and the Seekers are clearly getting into plenty of fights. Huge fights, even. So it's beneficial for both to stay as they can grow back to their prior strength and possibly enough more, with how spirits and such work.
Adding to that, once Laharl sees the bigger than life threat, I don't think he's ignorant enough to think of it as an easy obstacle to clear on his own. Baal had him nervous, and Galeem is worse than an entire
army of Tyrant Baal's with the scope of control gathered in this new world. Teamwork doesn't have to be something he adapts to quickly, but he could probably see it as means to justify reaching an end he desires, even if he's restricted in his own actions somewhat.
In a meta sense, this would put a lot more work on Lugu, who already puts a crapton of work into the current flow of events. Short detours work out, but going completely on your own is a lot to pile onto the updates every week. I can't speak for him, of course, that's just personally how I see it