While Quinn was busy experiencing Vincent's past, the rest of the group was busy away doing their own things and that included the girls. The boys had already left to go to the mountain where they had first arrived.
The girls didn't want to sit around doing nothing and wished to find out more about their own powers, including about Cia. Phil, Layla's teacher at the school was highly knowledgeable and if she remembered correctly, he belonged to the first family, along with Amy and Xander, who she also wanted to thank for helping them that day.
Going to the first leader's castle area might have not been the best choice, but at the same time, when would they. They might leave soon and according to Edward, there was actually no better time right after a big commotion. Most of the leaders actually weren't present at their castles at the moment and were staying at the king's castle to discuss further matters.