Truth be told, the twins' could feel Spiegel's Divine Sense, but they could also tell he wasn't so close anymore. He definitely could close the distance between them in a second or two at most. Nonetheless, that would be more than enough to enter the Dimensional Realm and escape if the Space Around wasn't locked down.
However, now they decided that a random connection to the Realm of Gods would be a lot better to use other than the main Temporal Path. Taking a risk for another risk, the risk of using Aelrie's Temporal Connection Gap wouldn't be much different from trying to sneak into the real one. The advantage was that pretty much no one would know they had arrived in the Realm of Gods.