They studied the lore and so they know that the Land of Strife would not be consumed by the Darkness before the Final battle
Skeptics or not, the Darkness is real.
Even the most skeptical toward divine beings, deities and mythical lore would change their opinion after living in the New World for a few years.
One would then see that the stories are not merely stories and talks of evil creatures and divine beings is not a tale of absurd or of no import but it is talk of something is a fact here
Old Gods walk among these lands in the past, their traces and their footsteps might have been erased by the cruel passing of times, but there is not an inch of land in the Shadowlands that the deities have not stepped on.
Trails of the Gods is here.
These mercenaries are also the one who is the fastest in entering the Wall because of Mercenary Guild close proximity with the wall.