After Wen Zhong's valiant effort a moment ago, the four of them still had lingering fears. So much so that they felt even Master would not be a match. How could it not be extremely dangerous?
As long as they could accompany Uncle-Master back to the Asura Blood Sea, it would be much safer there than in Xiliang.
However, they all understood that if they did not put themselves in the shoes of another, changing Master to Uncle-Master, he might not follow them. They thought that Uncle-Master was not willing to go with them. Even though this might offend their superiors, for the sake of Uncle-Master's safety, it was something they were unable to change.
When everything finally comes to an end, they were perfectly willing to bear the brunt of whatever punishment that may come their way.