Sam without saying anything begins to fly in the sky at full speed and within a second he already disappears from that place. Gloria and Fiona even though did not know what happened they could predict that something serious happened that made Sam that much more serious.
Even though they wanted to go with him, they did not think they would be able to follow him. Sam is currently going at his full speed which would be impossible for Gloria and Fiona to match.
Sam on the other hand just kept flying and sometime later he almost came out of the planet Earth. Some time ago, he suddenly felt a dangerous aura. Naturally, he did not think that dangerous aura belonged to any of those people from the other planet.
There could be a chance that the prime Dragon already comes close to Eden Blue. Because of this, he decided to go toward the direction from where he was able to sense the aura.