The next slave to arrive was their thief and rule breaker. He was the one that Legion was most excited to meet.
But just as the thief arrived in the town that they were in, Legion felt that danger was approaching. They were in the form of a large ball of worms, but they began receiving a warning from the rank 6 divine ability of the pathway of undying called Danger Sense.
The danger they were sensing was significant, but it wasn't overwhelming. So they decided to stand and fight.
The first thing they did was to move outside of the town. They went with their legendary slave and even prepared an exit strategy.
They left the town so that the upcoming fight won't lead to the deaths of the inhabitants of the two. They didn't leave the town because they cared about the lives of people. In fact, the death of so many people will help them to advance the requirements of the pathway of killing.