Frin didn't understand Roan's orders, prompting him to ask, "Why would you make them retreat? That's a strategic location that would give access to either your army or Linton."
Linton was a Stage Nine Demon Beast...or Demon Insect, to be more precise. He was a Purple Reaper Mantis. Of course, Linton wasn't a Divine Demon Beast. Nevertheless, he had the strength to back up his position. One must remember that there were only Phex, Xaon, Frin, and Darian as Stage Nine Divine Demon Beasts. Considering the scope of an entire planet at the moment, even they couldn't control everything by themselves. Not to mention that Frin wasn't commanding anything since he must stay close to Roan to protect him.
As for the Calau Swamp Region, it was located between Roan and Linton's armies. However, because Roan didn't like to rely on unknown variations, he took it for himself to protect that region with his forces. Naturally, the retreat order confused Frin.