Roan noticed Zonhime going out, stopping not too far from the Divinity Realm Experts from the opposite side. He couldn't hear what they were saying, but she was likely trying to reach some kind of agreement with them.
Truth be told, Zonhime wasn't at risk of dying unless something incredible happened. With her Divinity Realm Cultivation, even if she was alone, she could at least flee on her own if things went south. The problem would be the rest of the Qufis Alliance group, who didn't have as high a cultivation as she did.
The enemies definitely knew that as well, so they likely would only try to keep Zonhime occupied while the others took care of the rest. They had the numbers advantage, and they had two Divinity Realm experts in their ranks. Zonhime was the only one, and Roan's group still hasn't seen where the second Divinity Realm from Quifis was.
