For a moment Bai Yun stood there and contemplated whether he should leave the caravan. From what he saw, it was obvious that the caravan was hiding a huge secret, and they had gotten the additional security just in case.
Bai Yun sat back in his spot and started to contemplate. But after a while, Bai Yun decided against leaving. First of all, it wasn't his style. With his strength and experience, Bai Yun could definitely survive. And he had come out in order to experience many things. And this seemed like such an interesting event. How often do you get a chance to run across a caravan hiding something? Also if things got truly messy, Bai Yun had a teleportation talisman. Even if it would be a bit embarring to use it so soon, his life was more important.
So there was no reason to run away.