The Throne of Living Flame was essentially an ideal place for phoenix races to nurture and thrive compared to most of the Celestial Fields. The lower layers may have suitable places but the 4th layer allowed for a place that their life cycle not only was safe but could allow them to fully flesh out their rebirth process as well!
Normally, the moment of rebirth was the greatest threat to a phoenix, when True Death could be brought on them, but the Throne of Living Flame automatically engulfed the ashes of an expired phoenix until their own rebirth flames could take over.
The egg would reform or a direct rebirth was even possible!
That was not all, the Throne of Living Flame allowed the phoenix races and their lower bloodline brethren to heal far better than outside in the world. It was called the Living Flame for a reason, after all.