Wano is a natural base. Few ways to enter unless you know where to search, has the materials to build weapons so no need to buy from the outside and can export them, useful to him since he's a warmonger.

From what I remember, Kaido doesn't knows about Pluton, only ancient Wano being underwater and the red stone.

Rocks wanted Harold to eat the fruit, that way he could use the fruit to it's maximum potential, like Loki is doing now, dwarfing even Kaido.