On the day that Yuri infiltrated the Pied Piper's Den and saved all the thousands of children under their captivity, Yuri called for the Mazoku Dojos to take the children in for their initial protection so that they could be given the proper medical and psychological treatment that they needed after the traumatic events that have happened to them.
When the proper backup had arrived, he then took all the Pied Pipers to the Palace dungeon without anyone else knowing. Only the few Mazoku that had come with him, were aware that those men were still alive. Yuri wanted to hide their existence so that no one would look for them, and they would disappear from history and continue to receive their punishment forever.