Apart from those four, one more clone will follow them so as to be around them for anything they might need. The rest of the clones, including Legion-1, scattered in different directions and disappeared into the void universe or the spiritual dimension.
That last one made them more confident that they were not in a simulation. Even though they tried their best in the simulation and made smart, logical decisions, the option to hide in the spiritual dimension didn't once cross their minds.
They believe that it was the first sage's influence on their minds that clouded their cognition of that option. Now that they can think of it again, it has boosted their confidence in their belief that the first sage has not infiltrated their minds again.