My friend thinks if a player is given a quest in the Inner Region he has to leave the Inner Region to fulfill the quest abandoning his movement to the Crown of Command.

We both agree that an unfinished Quest forbids entry, but this is a different matter. I disagree.

You don't have to leave (say for Kill 1 Dragon Quest), but on the other hand, if you get a Quest you can complete (Discard 1 Object, etc.), you do have to complete it and get bounced to the Warlock's Cave.

Path of Destiny is one of the few ways to force a character to leave the Crown of Command, but Warlock Quests must be immediately completed only if the character is able to do so, as Dam explained. They don't force you to abandon everything and TRY to complete the quest.

Unless you can complete it immediately ( discard x gold with you have or you are at the Plain of Peril and get the Give another character 1 gold quest and another character is standing at the Portal of Power etc) you do not have to long term pursue the quest following the shortest possible route . Just like when you have a quest elsewhere than the Inner region.

p.17 base game rules

A character must attempt to complete his quest immediately if he is able to do so.

Edit: Double post

You complete it if you can. If you can't then you can just ignore it since you're past the Portal anyway so the side effect doesn't matter to you.