As the rotten universe shattered and burned to ash, Bahamut saw Cain evaporate as well, so he grabbed Amaterasu and flew away with her. She had spent a lot of her energy right now, and so he had to take her back and keep her safe, even though he too wasn't doing well, with a hole in his side and a missing arm.
She was mostly fine, just exhausted enough that she wouldn't be able to go back on her own without resting for a while. The reason for that was simple. Even though she wanted to blow the entire rotten universe to pieces, she had to conserve enough energy so the universe back home wouldn't just collapse. It was like trying to conjure a lightning bolt without tripping the breakers, and that almost demanded a high level of control and mastery over her power.
