Actually that could work - Heart of Sabik, the Pandemonium raids, the Ivalice Raids. They've all had this history hinting at that being somewhere out there. If they made it some inter-dimensional threat, then Azem's artifact becomes the perfect mcguffin to allow for us to respond to that. I just don't know if they want to dip hard into the other reflections just yet since there is a lot on the Source we haven't dealt with. However, other reflections have an advantage in that they are sort of "blank slates" and let them deviate heavily from the established history on the Source.
I also had another thought, although it would take a lot of balls and resources. What if we visited a reflection, but the flow of time got fucked and when we returned to the source, like 100+ years have passed and almost everyone we knew was dead or incredibly old. The Warrior of Light would basically just be a legend at that point, save to those who remember him/her, like the dragons.