Following the demon beasts that had similarly begun to move towards different areas where the fog was thin and seemingly lacking any golems to defend the place, Mui soon arrived in front of the thin fog together with two other demon beasts that had chosen the same location as her to try and breakthrough the fog and reach the palace complex on the other side.
Considering that it would only be beneficial to have demon beasts around in case they were noticed by a golem while moving through the thin fog, Mui didn't mind their presence in the slightest, as she waited for one of the demon beasts to enter the fog before following it inside.
As for how the demon beasts were useful…
That was of course as a distraction in case they were discovered by one of the ancient golems!