How do you actually steal from him though, berserk + thief's knife? In reality, Crystal orb isn't that useful anyway. you'll cap MP easily anyway. You can bet it for a gold hairpin, but that's still not as good as an economizer.

And yeah, there is no point of no return in kefka's tower. Until the cutscene right before the final battle, you can always get back out. It's impossible to save the game somewhere you can't get out from.