That "what" was a response that Eternal Dominion gave subconsciously. Naturally, he would look over when Gu Fei shouted at him, and the first thing that he registered was how busy Gu Fei was, as he tried to resist under that heavy assault.
Of course Gu Fei was hard-pressed. Had he been able to get the situation under control, then he would naturally have been able to take care of Southern Lone Blade by himself. Eternal Dominion spied the fleeing Southern Lone Blade at the same time he looked over at Gu Fei, and quickly realized what he needed to do as he began to give chase while still up on the roof.
Eternal Dominion had not skimped in adding points towards Agility, so his movement speed was much quicker than Southern Lone Blade and the others. It did not take him long to catch up as he took a big step, leaping off the roof and landing on the ground.