Noct trusted Gladio to lead him somewhere safe, but he kept glancing backwards for the followers. It was him they were after and he only briefly contemplated warping away so they could leave Gladio alone before realizing then he'd be alone. He absolutely didn't want to be in this city.

"Where are we going, they're still following us!" Noct hissed. Unfortunately, it started looking like his bad idea was the only option to his rather panicked mind. "It's me they're after, I can go lead them off somewhere and come back?"