Raon didn't follow them since he was already aware of the location of the secret realm, and going there wasn't very useful due to the unpredictability of when and where Altair would exit it.
It wasn't like they didn't plan it, as Raon requested she stay in for a deadline of three months because it was better to be low-valued than be one of the first ones who exited and be bombarded with countless questions regarding the secret realm.
Lia, of course, understood his underlying concerns as her body was naturally weakened after giving birth and it would take time to heal, which was the reason she did not push her breakthrough.
Both of them understood that there is just not one reason behind any action they take due to the complexity of humans themselves or any humanoid race for that matter due to their sentience.
