For example, the Lord of Wrath has many legions. The first legion might keep order in the Far City while the third legion might be quelling a border skirmish between Envy and Sloth. At the same time, the second legion might be trying to hunt down the rebel Far Knights in the deadlands. Since all of these things are relatively minor, Wrath would not be along for any of them. But he did fight during the dark conquest, and would probably do so again if the Liberated Kingdoms made a concerted effort to invade Farland, for example.