He's not sure what exactly they were expecting, but they're all clearly shocked at the fact that the woman would actually use the weapon she threatened them with. They only manage to close the distance to him before they come to a halt to stare at the blood pooling beneath their colleague.

Something tells him they weren't actually prepared to die for this endeavour. So instead of scaring them off by killing another, he shoots a bullet straight through the shell of one of their ears. Something they can't be completely sure if it was a miss or intentional, and something that'll still hurt and bleed. While the man is busy clutching his ear in pain, Arthur adds insult to injury by kicking him in the stomach.

"Fuck this!" one of them shouts as he turns to leave.