After defeating both the Huns and Gepids in battle, Marcellus had turned his army home. Yazdegerd had already escaped, and Marcellus did not intend to pursue him. As far as the eastern roman empire was concerned, their regent was attacked by a horde of pissed off barbarians.
Any claims otherwise were mere speculation. However, if Marcellus were to foolishly pursue the missing target, he would openly be declaring that he was behind the Gepid ambush on the eastern roman forces. Marcellus was many things, but he certainly wasn't stupid, at least not enough to make an overt move on Yazdegerd.
As for Yazdegerd, he was fleeing for his life, from the pursuing Gepid cavalry, who by now had spent so much time and energy chasing the man they would settle for nothing less than his life. The good news was that the eastern Roman borders were not far away, so if he could survive for just a bit longer, he would be rid of these barbarian horsemen for good.