So, Anon seems a little confused about events, which is fair as Hoyo is weird and inconsistent about their own canon.
Case in point: we still don't know exactly how Welt wound up in HSR.
APHO has Welt surrendering to Void Archives in order to protect his son- which is entirely in line with his self-sacrificial martyr complex- but since APHO isn't complete, we don't know what's happened to him outside of the 'anonymous notes' in APHO2 that state he's trapped in a very dark, potentially extra-dimensional space. Alien Space (which was written a year or two before APHO and is set three years after APHO) doesn't address how Welt and VA came to travel together, just that they do. There's no mention of Joey because, most likely, they hadn't decided to give him a son yet.
We don't even know, at this point, if Alien Space is still canon or not. There's evidence that could go either way (Welt reminiscing over her statue vs his virtual lack of reaction to Ryusuke, for example).
Regardless, there's one thing that I cannot, by any stretch of the imagination, believe: that he would ditch Joey to gallivant across the universe.
Welt knows, intimately, the pain of losing a father at a young age. There's nothing in the world that could make me think he'd fuck off and leave his son to play hero. Anti-Entropy, certainly. Schicksal, sure. But not his ten-year-old child, and especially after he starts manifesting Herrscher powers. The only way I could see him leaving isn't for Himeko, but if his leaving is what's needed to guarantee Joey's safety.
Also, he's not antagonistic except to Otto and Schicksal/World Serpent! Anti-Entropy is under Cocolia's reign after Welt was lost in the Sea of Quanta, and she's the one trying to kidnap Wendy and mess with St. Freya. Welt was undercover as a teacher there, and that was what first allowed Cocolia's faction to take control. Sure, AE under his reign is in opposition to Schicksal, but that's because Otto is objectively committing crimes against humanity. I'd like to think his stance against turning little girls into weapons and trying to end the Honkai keeps him out of antagonist status, esp. after the events of Chapters 10/11. Calling him an antagonist when he's morally gray at worst is a wild take LMAO.
Also also Welt also never enters the Tavern, at least not in Planarcadia, and likely has no idea Sparkle's been to Earth!
(I could touch on his desire to be a hero and how it stems from complex trauma, but this is long enough haha)