Instead of escaping immediately they sensed the death of their demigod ancestor, they wanted to take away their wealth first before they escaped.
This delay made them still present when Legion came over to keep the storehouse safe after the death of its strongest protector.
Legion didn't waste time fending off the four nobles. They killed two, while two escaped for their dear lives.
The two they killed weren't killed because they wanted to fight Legion. Those two also wanted to escape. But they were too close to Legion, which sealed their fate.
Legion could still chase and find the other two legends that escaped, but they decided not to do that because this was a foreign kingdom and they had spent too much time in enemy territory already.
All they wanted to do was to clear out the contents of the storehouse for safekeeping before they could be interrupted. So they focused on doing that instead of chasing the two escaped legends.
