If something happened and the wolf ran away with Stella in tow, they wouldn't be able to catch up and protect her. They cannot allow her to be out of their sight.
Further, they were allies but Zafir still had his reservations about leaving Stella with them. They might underestimate how fragile Stella was and accidentally allow her to be in harm's way.
Moreover, what if the wolf bit Stella? The wolf had allowed Stella to pet her, but Zafir couldn't take chances and put her at risk.
Zafir was also worried about lice. Stella's skin was very sensitive so all their horses were well taken care of to not have any lice. Who knows if the wolves had some and would bite Stella? She would end up red and itchy in places which might lead to other problems.
They couldn't allow her to be uncomfortable and possibly get sick or have allergies because of that.
As such, they allowed Stella to walk.
