Actually, one thing everyone should take note of: Every source we have says that unlike the Primarchs, the Custodes don't really do 'own initiative' and ONLY move as the Emperor Himself commands.
Do the math.
So, perhaps the Emperor was waiting. Custodes out and about in a dying Imperium may have been pointless.
Custodes out and about in an Imperium with renewed hope however... Custodes and a Primarch, with allies in the Mechanicus now devoted to progress, with a tenuous alliance to the Eldar and a new god...
There's more in the Imperium's favour now than just the return of a primarch.