Ogas Center.
After earning Vala Ser's trust with the phrase "You and someone sitting under the apple tree", the four started their attempt at "active summoning".
It wasn't the first time they had seen these chains; in the game, anyone shackled up was a potential stock meticulously selected by President Sa.
Without player intervention, those people would either succumb during their prolonged imprisonment or die and then succumb.
In any case, they would eventually belong to President Sa.
And what the players did was to interfere before this process concluded, abducting those who belonged to the Netherworld.
So, if back in the Underground Palace, they hadn't been pulled into the Illusion Realm immediately upon entry, they might have also taken an interest in the chains that held Sores captive.
But they probably wouldn't have taken action.