The situation

"Are you sure you want to do that?" Nikki asked.

While Eldrian could bring Vriski and Little P, the risks were too great in her mind. 

Unlike players, those born in ANW (NPCs), including animals, didn't revive after death. Even if they were tamed by players. It was why almost no one bothered taming monsters and magical creatures. 

One bad fight and all the investment into the creature would be gone. 

That wasn't to say there weren't any tamers. Plenty of players tamed easier monsters, normally cute ones, to have as pets. 

For fighting, however, taming just wasn't all that good. 

"I get that there is a risk. But I need to investigate something. If their lives are in danger, I'll simply resign."

Rare as it was, it was an option. Players could resign at any moment (logging out or losing connection was treated the same). And when they did, any tamed pets would be removed from the fight. 

"Isn't that a rather large weakness for us?"