Kelly had gone into detail about what had occured between her and Zain, during their travels. How she had met up with him, what skills she saw and what he was planning, and in the end how he had managed to get captured.
At first, both Pink and Kun were frustrated and it almost felt like they were about to take out their frustrations on her, but they soon realised that it wasn't her fault, and in the end she had only done what Zain had asked of her.
Still, they failed to understand why had Zain done what he had done, why had he let himself go so easily. It was safe to say regardless, the two of them wanted to go outside and attempt to save him, but they had no information at all.
Where would Zain be, where was he taken, or anything of the sort. The only thing they had was to go back to where Zain was last seen. On top of that, they needed permission if they wanted to leave this area in the first place.