Not to double-post, but now with the interview confirming Oddfellow is opening up the portals and bringing in old characters (including Usher, Caretaker, and presumably the other Heralds (going off of Laura saying we'll see other Icons throughout the zones)), almost seems like a usurping of power? Breaking them out of the Lantern and making them part of the carnival, maybe promises them freedom from the Lantern in exchange for serving him instead?
After all, Oddfellow's goal is to become the most powerful being in all of creation, so hijacking the Heralds of Fear for his own control (pun not intended) is a pretty effective step in that direction!