The team got into the nano-universe of Nul, and since this tiny universe solely featured a big body of saltwater, the entities didn’t leave the four of them alone until they woke up. Water could be deadly against an unconscious person, especially saltwater, they could all easily drown! The entities felt morally indebted to help these guests survive the post-entrance experience, and all they had to do was keep their heads above the water, really, it wasn’t a tiresome task.
Once the four of them woke up, the entities left right away, they disappeared out of thin air within the blink of an eye! As for the four goblins in question, they felt beyond pissed off that their clothes and armor got wet, so it was best that they didn’t have to deal with any spooky entities on top of this discomfort. Too stressful.