Of course, they had to confirm it with the mosquitoes first.
Seeing that they told them to just "wait", they knew that they were finally free and the person who was controlling the mosquitoes was coming to see them.
This person had helped them this far, so they couldn't help feeling a bit of trust towards this person.
At the very least, they could tell that they were in the wilderness, so if they went around by themselves, it would be dangerous if they ran into spirit beasts before recovering. So they knew that even if they wanted to head off on their own, it wasn't an option.
They quickly followed the mosquitoes to a clearing that had been prepared for them.
