The way towards the exit of the sewers was quite far. Sure, Bruno could've gotten out by going out of one of the manholes, however, he had no desire for that since his goal was to arrive at the scene where the parents of Annika lay dead in the primary future.
Bruno wanted to gather more clues and possibly find the mother at the same time. Lucky for him, his followers were not ones to complain. With a simple half assed truth that he came up with, they obediently followed him to wherever he wanted them. He had saved their life and freed them from their confinement. If they didn't even to try to be a little interested in following Bruno in whatever direction, they could only be rude.
