Ah, but nobody in Asgard needed his 'guidance' as much as Myre. As I said, she reminds him of himself and on a sub-conscious level he is trying to avoid her breaking down the same way he did.
Wasn't he already distrusted before he got himself an enemy apprentice?
Anyway, it's all part of his so-called plan. That he still has no idea how he'll finish with what he's begun is no part of his mind at the moment. That said, maybe he sees it as a kind of test for Asgard. Sort of like they should trust what he does, not what he says. And there wasn't any kind of betrayal on his part until now. He only taught Myre some control over her emotions, which should not give Niflheim any kind of plus point.
Also, he never made a secret about his apprentice. From his point of view he'd be surprized if Asgard would be shocked about him.