Saito chose to not say anything. He wasn't going to tell him to stay. The only reason he had told him that he could leave was that the reason he was needed was over.
He then turned towards the Eternal Knights assembled towards him, "All the female groups will come with me. I will take you to the outskirts of the city, you will be trained differently than the men."
His words caused the females to instantly cheer. Though the males also wanted to leave with him. They knew that it was useless to ask Saito. They would be allowed to leave when it was time.
He then turned towards Sophie who was standing on the sides, "Sophie… I will leave them all under your care then. Don't be soft… It would be harmful to them and me. Make their train to their limits."
Sophie nodded her head with a smile and said, "Don't worry husband, I won't go soft on them. Just return back soon…"