The duo left the hideout under the Prince's watch as they stepped out with one sole purpose, to kill all humans.
….
While the duo went on their journey to kill humans, Grey decided it was time he left those of the Gnome race alone and focused on training here. One of the reasons he killed so many of them was because he was annoyed by the fact that he was pestered for being marked, now, he had vented his anger.
Training was the reason he entered this place, and there might also be some fortuitous encounters waiting for him. With Void around, he wouldn't have too many problems with getting some good things since he could quickly sense which places have secret spaces.