After following the unknown intruder for more than four hours, they lost track of him in the wilderness. The leading knight then decided to return instead of trying to pursue the intruder. It was already late at night, and the more powerful beasts were active then. Unless the intruder had the ability to fight that kind of beast, it was impossible for him to survive.
As for the knights, they were Armakeans. They might have the ability to communicate with the beasts and even tame them, but nocturnal feral beasts had the tendency to be unreasonable. Thus, they might end up getting in trouble as well.
Though it was a shame to return without learning much about the intruder, the knights had another mission to attend in less than 14 hours, so it was best to prepare for that.
In any case, they would need to return to camp for at least three hours.