Reasons

Many players liked adventures. The more thrilling, the better.

Actually, Roland liked them too.

But that was only on the premise that he and other players could be resurrected.

He would rather not get Marilyn involved in any danger.

So, he asked the catgirl to go first.

Marilyn might be bad at many things, but escaping was definitely her strong suit.

She wandered on the street for a while and then suddenly vanished from the crowd.

Her stalkers were human beings who couldn't track her down by smell.

Also, there were intense, assorted smells on this populated street full of restaurants and spice stores. Even a vulpera couldn't have detected her there.

After Marilyn disappeared, the two followers both returned to the hotel and met the other three people who were keeping an eye on Roland.

They didn't look very anxious, so it was obvious that their main target was Roland, not the catgirl.