Xavier returned to the Eighth Garrison a little while later after he handled the matter with the police at the gallery. He needed to make sure that the matter involving his fight with Leila did not leak out.
It was not difficult for the Trinity to cover up any messes they made. After all, the organisation also had a role in protecting the supernatural world from humans and ensuring that the two worlds did not collide.
However, the fight at the gallery was a little more delicate because of Leila. He did not want her exposed to either of the worlds, especially since she was an unregistered werewolf without a pack.
If the Trinity or his family caught wind of Leila and her connection to him, they would without a doubt cause trouble for him and her. Therefore, he did not use the official Trinity channels to cover up the incident.
Instead, he used his private guards to cover up the incident.