Why? Why there should be an Entity? Not a specific reason. Queen Zeal, after her soul was set free, travelled through time (let's say souls can do that) and tried to guide the main characters in this adventure. She caused Schala's pendant to be found by somebody from the royal family who passed it to Marle. She caused Marle to meet Crono, etc etc. Why? Let's say, because she wanted to set her soul free. It's like a loop. When we discuss time travels, we have to accept these loops. Characters were guided to free Queen Zeal's soul, Queen Zeal's soul guided the characters to free her, so that she could guide them to free her again and so on... A loop.