When the attack started, the trio didn't waste any time complying with the mission they had agreed upon. Travelling through the tunnels, they had done so with Muka and the other leaders for the first part of their journey.
This was because they needed to get back to their castles to give orders and to help as quickly as possible. If anyone saw they had all come from the thirteenth family as well, then it would raise suspicion on what this group was planning to do.
At times like this, usually, they could have used Jill to send out messages to their respective knights on what to do, but that would be a red flag straight away if she was to find out about it. Especially now, she was basically Bryce's dog, held by an invisible chain who stayed by him at all times now.