Laz was feeling better and decided he needed some air. Nora and Celes had come with him because, as they put it, he needed protection. While Laz seriously doubted that, he didn't say anything against them doing so, happy for the company.
As it was, Laz felt a draw, something that wanted him to go a certain way. He had felt this kind of draw before and knew that there was no use denying it. Therefore, he just relented and went where his feet wanted to take him.
