Roy was no fool. He knew that continuing this war with the position they were in was terrible. Besides, there weren't many strategists around; continuing this battle for them would be wearing, and they might lose if they played the cards wrong.
Sophia and her group had already given them a spoonful of this medicine, so they needed to retreat.
Also...
'I don't see Matthew Dietrich anywhere. Could he be hiding?' Roy had been looking for traces of Matthew all along.
He knew a little about the man's identity. He was to die as soon as possible, but they also had to be very careful with him, because every death of one of their own would make him grow stronger at an alarming and ridiculous rate.
But, being that he was not around, they could retreat.
And that was what Roy ordered as soon as he could.
