According to Park's old master, they were moving to help in fending off a grand monster tide. The monsters used some sort of a portal to move lots of monsters to intercept their army. William, Sloth, and others from their world knew this was the monster gate.
From their words, they realised this monster gate wasn't known in Park's world. And so, they didn't try to destroy it, instead Park's army leader decided to dispatch a team to get into the gate and stop the influx of monsters from inside.
They passed through the gate, ending up getting here. William and others were surprised by how crazy and courageous these masters were. And yet that also shone the light over something else.
"If what you are saying is true, then monsters can gain access to this world," Sloth said what William had in mind, "yet we never saw a single monster here."