I believe (and stand to be corrected) it is that there is no direct route from the NLL to Euston (and vice versa heading North), meaning it has to go to Wembley (easiest spot) for a loco to be added to pull it down to London. On a similar basis (heading North) the 92 that took the ECS into Euston, stays on the departing train to Wembley and it is the 92 at the Northern end that is removed with the train then ready to go.
Indeed there is no direct connecting line from NLL to Euston, so trains have to reverse, & Wembley is the most convenient place to reverse without blocking the main line.
Another issue is getting a path, considering it's well into the weekday morning peak period when the sleeper arrives in London (if it's not a bank holiday of course), all lines will be very busy, & then is there any other trains booked to be on the same platform as the sleeper, before the sleeper arrives