The dawn was approaching, which meant that they didn't have a lot of time left. Sunny and Elyas had to leave the cursed island of the Red Colosseum before the night ended and the crowds of War God worshippers arrived to spectate the sacrificial slaughter on the bloodsoaked arena.
Once they were elsewhere, pursuing them would become much harder — not only because the ancient magic of the Demon of Desire would remain far behind them, but also because the Warmongers would have to split their forces to search all the neighboring isles. The further the two of them escaped, the wider net their pursuers would have to throw.
By then, the zealots would have to deal with the Crushing, as well.
Sunny wasn't familiar with the western reaches of the Chained Isles, which belonged to the followers of War, since he had never traveled in this direction before. They could try to escape northeast, toward the Hollow Mountains and the Night Temple, but that region was unfamiliar to him, as well.