After saving Wally, Lucas escorted him and Klein out of the area. As it turned out, Klein wasn't dead yet, but was close to being so. With second level Apertures Opening stage power for the next two hours, leaving the Bayena Plain while watching over two teens wasn't an issue for Lucas. The Bayena Plain was mostly home to abominations and desolate beasts below the third level, and with his new vestige, even third level monsters might not be an issue to take on.
When he brought the duo to a safe location, which was very close to a temporary shelter set up by security forces and the academy, Lucas reminded Wally not to mention that he was there no matter the circumstance. He also made up a suitable fake story for Wally, before returning back to the store.