When Randall and Vincent barged inside Leo's office, he wasn't there. Zella was getting ready to leave, and even the maids were astonished to witness the drastic changes between the lovebirds. Leo letting Zella out of his sight was a major shift in their job to keep the information confidential.
The maids got terrified by Leo's absence in the ruckus, and they don't know what will happen to them in the next few minutes. They should be preparing to get ready on bed, but they wouldn't be able to do that for a while. Leo must be getting ready to shoot them all.
Randall wouldn't be able to get things in his way if Leo decided to have it on the go.
If he pulled the trigger, they should follow. If they don't, they'd be dead, too.