After collecting the Blood Gem, Alex asked Anna and the others to stay here to see who actually came to this place first. He wanted to see whether they would become hostile, want the Blood Pills, or come for another reason. He didn't wish to miss any potential enemies that might suddenly stab him from his back.
Alex went back to the special realm alone since all the spirits would participate in the observation while killing some monsters nearby. At the same time, Sherry, Kyle, and Stina wished to increase their strength to make sure they were ready for the fight two weeks from now.
Having finished all of his business in this place, Alex used his Teleportation Array to go to the Cursed Forest.