Lin Fan and Gou'zi left late at night not because they were cowards but because this was a strategic move; there was no need for him to take the risk to wait in Valley City.
In his words, doing that wouldn't be bravery but stupidity.
He also had no idea whether or not the Alliance Headquarters would send experts to rush through the dimension to get to them. It was best if they didn't send anyone, but if they did, then what could they do?
As for whether or not the powerless Iron Dragon would be beaten to death in a foreign land, that was uncertain too. Lin Fan also didn't want to worry too much about that.
Not long after Lin Fan left the inn, the manager brought the attendant and snuck up. They were afraid. But when they saw that there was only an old man on the ground, they became much bolder.
As for those corpses, Lin Fan had transferred them into the dimension.