Cygnus Returns (full animated intro)

Good question. But even when Shinsoo leaves Ereve and Empress Cygnus, you still see her in the same position when you meet her in a different map.

In Maple World there are three Transcendents that keeps the world in balance. The Transcendent of Light (Black Mage), Transcendent of Life (Alicia/World Tree) and the Transcendent of Time (Rhinne).
One of Shinsoo's duties is to watch over the birth of the fourth Transcendent in Maple World and to protect it. The fourth Transcendent is supposed to be a descendant of Cygnus.
But because of the awakening of Cygnus which was incomplete, she obtained some powers that normally only a Transcendent can possess. Cygnus is a half Transcendent now. She doesn't have the power yet to be a fully Transcendent. Shinsoo doesn't know if Cygnus is the fourth Transcendent or if Cygnus will lead to the fourth Transcendent. That is why Shinsoo left Ereve to find answers for Cygnus' safety.

Does the storyline tell anything about the new-found power are come from Alice?