Dragonball M, Chapter 4: Kidnapping! Invasion! A new Threat Strikes First!

[Sub-Zero MKA]

The Knights seem more intent on getting everyone else to the portal and providing protection to the Egg.

They weren't chasing them anymore, so Rutaba was able to scoop Parsley up in her arms and follow Pinach to the palace. Once there, they activated the portal to Ruco and flew through. They felt like cowards for leaving, and Parsley was going to scold them for taking her out of the battle, but it was for her own good. The majority of the invaders may have been escaping, but there was no telling if one of them had orders to destroy the planet or kill everyone still there once everyone was gone. They couldn't take the chance of losing Parsley after very nearly losing Sarada.