I was kinda assuming that whatever means you might use to sneak out would be quiet, Xorn! But whatever method that is, it leaves a big risk. The legal option is best if you can do it, now the authorities know who you are.
But Takuan is right. With so many people coming through immigration each day, don't worry that they have you guys specifically marked or anything.
Is there anything else people want to do before Takuan and Gallador meet their man later on?