Ask Future Esthar or Serapy, they'll give you a plausible answer.

It makes sense to me that the Glacial Eyes, Bite Bugs and Caterchipillars got inside from the world map, but I was always a bit confused about how the monsters residing in the Fire Cavern could be bothered to journey all that way for the occasion.

And don't Grendels usually live in Galbadia?