They really couldn't waste any time because it would seem strange to people that they disappeared so suddenly, both of them.
Admittedly, they did so at different times and few people ever saw them together, but word by word, word would spread that Steve had turned up at the Fergus Stables and people would want to see him. It was, after all, his first visit to this place since he left the hospital and people had already missed him, which Martin knew perfectly well, as he heard every now and then sighs and people asking Allen questions when Steve was going back and how he was feeling.
Steve really was loved at the Fergus Stables.
But no one loved him as much as Martin, and the boy was able to prove it to him day and night, even though he knew he didn't have to. He knew how special he was to Paxton himself, as he had witnessed Steve pierce the cocoon of loneliness and lack of self-esteem that enveloped him and slowly turn him into a beautiful butterfly.