While the four continents were coming to terms with the rumor about the conflict that was brewing between the four continents, the Merchant Ship entered the territory of the Western Continent.
Even though the Ship Captain was also cautious, he couldn't give up and return. As Merchants, they prioritized profit over anything else. Until the warhorns were sounded, he couldn't stop trading between the two continents.
If they stopped trade at this point, then it might give the wrong signal to the Holy Empire about the intentions of the Southern Continent, which was the last misunderstanding that anyone wanted to be caused at a sensitive time like this.
Even though Eren was concerned about the things happening in the background, he also understood that he couldn't give up on his plans at this point.