The knight slowly turns to Mercury. Their rogue was indeed the best information to find Cortana, and he would have known better about what they would face. But they could barely trust him now, and the only way to feasibly make him help was by keeping him close.

"You just let a traitor go."

It's a warning. Traitors were the lowest of the low. Even knightly law was hardly merciful upon them. Someone that was willing to sell out their own side...