He actually chose to/requested it we don’t know the full translation of what happened in the underworld, but I’m guessing it’s cause he knows how much Nok loves Geumdong and it’s a way for him to stay by Nok’s side without drawing suspicion
I think it wasn't explained yet in any chapter.
But I have a theory that maybe if he "returns to the underworld" he cannot be with Nok that often? Just go at night as previously he went to feast on human energy, but could he go every night? Or just once a few days?
But when he was punished at the beggining he had to stay in the human world all the time. So now if "the things are left the same" he can be with Nok during the days and nights :3 Be it in a dog form or as himself and he prefers that (≧∀≦)
i totally forgot he still turns into a dog