Sigma knows that there are not enough Physical DPS players in the group since the only people who qualify for that are Sazan and Mr. Teddy. Hagane is a Paladin that focuses on combat but right now, he is not going to be fighting closely against the enemy at the moment.
Iron is out of the question since he is a pure tank, his weapons are both shields and although it gives decent damage, it is still on the low side of the scale if compared to natural DPS. Sigma's Holy Knight is possible to become a DPS but due to how she built the class leaning more on defensive capacity, she is only considered as a pseudo-DPS.
Topaz and Dolly are also DPS characters but due to how their strongest spells are limited to a few uses every minute due to the cooldown and mana, they are also not as reliable as physical DPS players.