The Reason

Delo ignored the humiliation he felt as he followed behind Belle. Even though she acted that way, she was really speaking the truth. He was also clueless about what kind of Beasts are these Sand Buffalos as well as the reason why they became like that. 

He could only thicken his face as he followed behind Leon and Belle. 

And besides, he still has a duty of protecting her, and he does not want to receive the ire of her father if something bad happens to her. That would be disastrous. 

Ban shook his head as he saw Delo also following behind. If you're gonna end up following behind, then why did you still act that way in the first place?

His question earlier was really plain stupid. He threatened Ban as if he had an obligation to bring them along.