Oh, I know they aren't exxactly exosed in any case; but floating in magma implies some pretty hefty protective charms.

The thing about that quote that bothers me is that he seems the be referring to himself as "one of us", genuinely worried that his world is in danger - not just cooly amused at their folly, or even irritated by their incompetence. Maybe I'm just reading too much into it.

... or maybe he's worried that without followers, there's no-one to bring him back? Spending time as "less than the meanest ghost" is implied to be unpleasant in canon IIRC.