Lantis was the brooding bishy of MKR ... and one of my favorite characters *Huggles*

Lantis agreed with his brother Zagato, that Cephiro's Pillar system was very unfair to the person that actually became the Pillar. However, unable to change it himself, Lantis left Cephiro to persue a life where he didn't have to live in its shadow. Once the Legend of the Magic Knights had been lived out and the Pillar was non-existant, Lantis saw his opportunity to change the system and returned to Cephiro. The barrier that Batou-san mentioned doesn't actually work like a one-way door, it merely prevents non-Cephirans from crossing. How Caldina got to Cephiro is more of a mystery than how Lantis was able to leave ...