Zachary didn't leave with the merfolk at that moment because he could guess that they were probably joining up with the merfolk who had just left and would likely return to the surface to attack the crew of the next ship.
However, it seemed Wave Rider was ranked fifth, and by the time they returned to the surface and used the Illusion Technique on Wave Rider, only to find no one aboard, Zachary didn't know how they would react.
But Zachary didn't have time to consider the merfolk's reaction at that moment, as the most important thing was to first check if there were any other merfolk patrolling around the bubble.
Since his Divine Sense had encountered problems several times, Zachary not only used it to survey the surroundings but was also extremely cautious in observing the environment.
