Sigma's actions were not what everyone expected. She was currently in an attack stance and they thought she will be dealing an ultimate blow to them but taming them is not something they have expected. Not only that but she tamed them without lowering their HP and immediately got them all.
"Sigma-chan! What was that? I thought [Chain of Taming] doesn't work like that since you will have to lower the HP of the monster you want to tame before you get them. How did you manage to tame them while their HP is full?" Dolly is the first one to ask. She knows how [Chain of Taming] works due to how she learned it from one of the bazaar store owners who is running a shop for taming monsters.