Villains need dramatic locations for doing things. You can't get updated by your minions in any boring old room. It has to have an incredible view overlooking the lava pit in your volcano lair, or be underwater with a window looking out at a shark-infested reef, or be in a tall spire dominating the landscape for miles around.
Admittedly this penchant for interesting locations does make it somewhat easier to track them down, but that's just expected for a true villain anyway.
Commentary by memnarch (who has not seen the movie)
Ah, good; the helmet is back on. Kylo Ren looks so much better with his full outfit on. And this does look like a suitably dramatic location, though I might have personally picked a slightly different catwalk. In spite of how much I know it's the wrong genre for that kind of decoration, I can't see the wall behind Kylo as anything except a fleshy growth of some kind. I suppose the Peace Moon might not be fully complete, like the PIE fighter delivery alludes to, and it's just bare rock, but that also doesn't feel quite right for an evil organization's military base.
So if Kylo knows Rey doesn't want to escape, what does he think she wants to do instead? Signal the Resistance to come for an attack? Trying to plan around that would be a much better idea, and potentially have more success. But wait, Kylo likes bad ideas, so he wouldn't try to do anything like that. But that would also run counter to getting his way and actually recapturing Rey. But we already know recapturing Rey is a bad idea, as Snoke already pointed out that Rey should have just been killed. But Kylo's already asking about defenses against a Resistance attack. ........ Trying to think like Kylo is making my head hurt.
Transcript
GM: Elsewhere on the Peace Moon, troopers hustle with urgency.
[SFX]: trot trot trot...
GM: Lieutenant Mitaka reports to Kylo Ren on a catwalk above the corridor.
Lieutenant Mitaka: Sir! She was not found in hangar 718.
[SFX]: trot trot trot...
Kylo Ren: Of course not. She doesn’t want to escape.
Kylo Ren: Wait. How many hangars do we have?
Lieutenant Mitaka: Er... A few thousand? It’s a big moon.
Kylo Ren: Good. So we should be able to scramble several thousand PIE fighters in the event of, oh, I don’t know... a Resistance attack?
Lieutenant Mitaka: Well... A lot of them haven’t been delivered yet.
Kylo Ren: Hmmm.
Kylo Ren: Also: What’s the purpose of this catwalk with no railing?
Lieutenant Mitaka: Umm... to provide a dramatic location for updating you with news, sir.
[SFX]: trot trot...
Kylo Ren: I approve.