Dante had been controlling the Sunlight Core, the defensive mechanism of the city, and the Daybreak Tower when he fought against those cloaked individuals.
He did not call Zatiel for help, since inside the City of the Sun the amount of power that he can display by using the tower and the Sunlight Core is greater than his father's strength not to mention that from the moment the perpetrators arrived to when they escaped into the Endless Forest, less than ten seconds passed.
He was glad when he saw how two members of the group end up so hurt that they would have not been able to escape.
He was confident in either killing or neutralizing anyone who attempts to save the duo. And if they are left being, he would have captured them and then wait for his father to extract everything they know.
But he was not able to predict the actions of the man who killed both of them.