Steven didn't expect them to try to escape, but he had complete confidence in Cassy and her father.
Besides, Cassy's father had told him that this shield, thanks to the seals they had added to it, was completely hemertic, so while keeping a short distance between them, he prepared himself to receive them once they were repelled by this shield.
Just before arriving on this shield, these two superior Demons had realized that they could not communicate with the outside world, and therefore could not warn the rest of their people that they had found the Golden Dragon and the Divine Mage.
They thought it was strange, but it wasn't uncommon that items could interfere with communications inside a shield, so they didn't pay too much attention to this matter.
