The four figurines are a relic of protection that the three could use when they encounter the four divine beasts. They could either use it to summon a protection enchantment or a sealing enchantment. The protection enchantment makes them immune to any damage from the selected divine beast for a given duration.
The sealing enchantment can trap the divine beast in an alternate dimension for a few minutes which is enough for them to escape. When the Vermillion Bird released a powerful heat wave that disintegrated all the offenders, they used up the charge that the relic has on it to make sure that they come up alive. The benefit does outweigh the cost since they got what they came for.
"Let us return or else we might get spotted again." Tai stated as he vanished from his location along with Vixen and Tama.