When this card leaves the field, it doesnt leave you empty handed (or I guess, empty field-ed?) It leaves you with two level 4 Shinobird tokens, which conveniently enough you can use to ritual summon this card all over again in the next turn
C Common Capricious Darklord X DARK Level 4 [ FairyEffect ] ATK 0 DEF 1600 During the Main Phase (Quick Effect): You can activate this effect
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The only disadvantage is that this will take up 3 out of your 5 spell and trap card zones
My experience with this one tells me that it usually isnt
Ward 4 is an absurd level of protection - players wishing to target Kappa Cannoneer with removal spells will need to pay five mana at a minimum to do so without it being countered, and that's assuming the removal spell only costs one mana