Reality dawn on Shane a few minutes after Ethan and his men left. He didn't let his boys know where he's going, because he didn't want them to realize he's going to beg.
No matter what, coming here is like coming to plead with Hannah's parent, which is also one of the main reasons why he didn't bring anyone of them along.
Not even Michael knew about this, which made hi. come to a realization. He made it seem like he's going for business stuff, which his boys could assume, as visiting his partners in crime.
Michael wouldn't think much and kept his eyes on the company, because they knew he wouldn't be grateful if they neglect the company and claimed they were looking for him.
This was the same thing he did when his boy prioritize his health over sneaking around Austin place and looking for weakness and whatever he wanted them to find.