Decision
While the others were insisting on their idea and goals, Sigma was trying to think of what he could do to achieve his. He had two options, look for Saria while interrogating the demons or go outside the continent after getting a boat somehow. For the first option, he would need to get stronger than he was now, and he already knew what to do to achieve that, keep fighting, but this time alone to maximize the experience.
For the second option, he will have to ask around or use magic. The first option will take too much time… since, most likely, the ship will have to be built from scratch. The second option was a bit more complicated since Sigma wasn't strong when it came to magic like Nara… to become strong, he would have to fight.