The enslaved wild beasts either didn't notice them or didn't care about them. Toz and the cats left the tunnel without causing a disturbance. But after leaving the tunnel, they didn't know what to do. Even if they found the place where they had entered the barrier, they still wouldn't be able to leave the fog.
Since that was the case, they could only hide. Sticking close to the barrier as they had done before entering it could be one option, but they would still be exposed to the fog at all times. Knowing that demons were behind it, doing that seemed risky.
Instead, they decided to take advantage of the large mounds of dirt and rocks and create a place to hide. And then, hopefully, before they run out of food, the fog barrier is removed, and Toz and the cats can leave and try to find someplace safe.