Lana and Lobelia had made Valyenor their enemy. The Valyenor mansion was the enemy's lair in the capital. How could they go to such a place? They might never get out of it alive.
Henry did not declare war with the Nigellus Household anymore after Stella and Zafir were healed by the Great Sage. But that doesn't mean the animosity and anger were gone.
The incident had been hidden to everyone else aside from those who were around that day. But Stella's knights who knew about it were surely still wary and angry at Lana and Lobelia.
Henry could also have his secret guards to dispose of Lana and Lobelia and make it seem like an accident. But Henry wouldn't do that, right?
After all, Lana and Lobelia resembled Erick's deceased twin brother who protected Henry and Emperor Victor with his last breath.
Erick was not identical to his twin. He resembled their father while his twin resembled their mother.