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Since the primary goal of their mission was only to 'make it seem like the 'rebels' were the ones who betrayed their own empress and killed everyone else', taking the empress away wasn't entirely out of the question.
After all, even their superiors hadn't been able to make up their minds on how they should treat the girl's body after killing her, and decided to leave it up to fate.
Taking her away, however, would completely solve the dilemma of having to mutilate her beyond recognition to show hatred and grudge to leaving her mostly intact. After all, if no one ever found the body, who would be able to point fingers or spot flaws?
"You know what? The more I think about it, the more it makes sense to do things this way. Anyway, the general did say we only need to make sure that the mission is accomplished and our identities aren't revealed. Everything else can be improvised, right?"
