Returning to the surface from deep within the cave was not as easy as coming down. Coming down, though the caverns had been full of small animals and insects, none had bothered him. Even so, he had been cautious going down for he didn't want to face unexpected attacks. His strength provided him with the confidence to continue down, though.
Going up, his strength was still the same - more or less - but the small animals and insects had already entered into the Initiate level. If they decided to change their behaviour towards him, he would have a very tough time getting through.
So Nero used Muted self and tried to hide his figure as best as possible. Since he already knew the path he was going to take, he knew the perfect places to hide while going up.
Although it slowed down his progress, it was very necessary. If he ended up in a fight, his return would be a lot slower than the time used by his precautions.