With Aurora's lead they climbed up the stairs of the tower instead of ripping space to where Lily was simply because, a certain aura that was with Lily made them proceed with caution. It didn't really matter to them, if they felt connection to her.
Unless they see for themselves she was harmless, the stairs were going to be climbed. Everyone was quiet, all of them for different reasons. Azuri due to eagerness of being able to see Lily again, even though it hasn't been that long they had separated.
Luna was immersed in the prospects of her abilities, and couldn't wait to experiment with them, something unlike her, but after going through many hardships in this realm, she had come to the conclusion, that she couldn't just simply change, because she decided to.