Not clear what other protection from the Dawn existed, Ghosts can use their graves, I presume the Castle is a Sanctum (otherwise dawn attacks would make it vulnerable) but may have required activation from its owner, and is huge and immobile. If Bob can create an ectoplasmic body in the castle it has limitations, he can’t move outside of its protection without risking Dawnbreak, so he is still effectively limited to Chicago, he can’t pick his sanctum up and take it with him, which is what he wants.