Abel's instruction confirmed the fact that they were indeed worshiping a hidden deity. Since she could not harm them, the thought of reporting this to the authorities after they left the pocket dimension ran through Yelina's mind. After a brief debate within herself, she concluded that this was the fastest way to get herself and her family wiped off the face of the earth.
Even the authorities she would report her findings to could not hold a candle to the royal clan. This was even if they would listen to her in the first place as this was the word of a nobody versus that of a royal clan family that she did not even know anything about. Even if her story was believed and it got to the attention of the emperor himself, she felt that they would still not be able to handle the hidden deity that they worshiped.