Gao Guang is in Italy because Ricardo is here, and the center of the Dark Web is also here.
Anticipating the possibility of an assassination at any time, Gao Guang did not dare to dissolve King's Defense, because the assassination could be carried out by one or two professional assassins, but more likely, it'd be a commando-like team such as Black Box conducting a decapitation strike.
Gao Guang wouldn't give anyone the chance to defeat him one by one, especially like in the movies, knowing that someone is after him yet sending away his loyal subordinates, waiting to be killed one by one by the enemy, and then going to seek revenge alone.
As long as one is not foolish, of course one would choose to deal with any potential crisis with the method of having more people, which means more power.
Now, Gao Guang knows that Old Bai has started to silence people, he also knows that something big is about to happen, but from his channels of information, what could that big thing be?