Voloke's view on the thing, whatever it is, that is moving away, is that they'll either encounter it again later in an ambush and deal with it, or its not something that wants to ambush them, and therefore probably isn't involved in kidnapping ~20 people per night. As a result, you might as well just keep moving forward. Either way, the job isn't done yet.<br/><br/>As for a leader, Voloke could do it, but he'd probably need convincing, since he doesn't actually know anyone else in the group. Of course, if he were going to be led by someone else in any meaningful way, he'd (again) need to be convinced. He's not quick to make friends and trust people.