They were willing to give up on this opportunity to earn merit points because there would always be an opportunity to earn merit points if they were willing to risk their lives, and because they were being paid a lot to snitch on Loki.
This was how Skarg found out that Loki had received his message. He discovered it late, but it was far earlier than Loki wanted.
Skarg didn't like what he heard at all. The fact that Loki killed that woman meant that he didn't like that message, and he didn't want her to return, which was not what Skarg wanted.
If Loki were a giant, he would entertain the possibility that Loki had only killed the messenger out of anger. But Loki was a forger using the Sky-raising Giant Dao Heart refining technique. So he didn't consider that Loki had killed her out of anger and displeasure at all.
