"You are our collaborator, why would we shackle you?" Nisha answered. "We're bad, but not that bad."
Just as Nisha had said before they attacked the Palace of Light, they had already made preparations.
Chloee had talked to Celeste through the connection they had, and divulged to her the plans of the Pope of attacking the Ainsworth Empire. She also said that they planned to launch a counterattack and infiltrate the Palace of Light when their strongest fighters were away.
Chloee asked for Celeste's cooperation in getting Audrey to her, so that she could bring her back to the Floor of Asgard.
Of course, Celeste had no obligation to agree to Chloee's plan. The Virtuous Lady of Chastity could have divulged her familiar's strategy to the Pope and allow the old lady to create a trap for William's forces, but she didn't do that.
The reason was simple.