It was a good thing he turned into his weapon form. He probably wouldn't have been able to squeeze in those tight spaces with Valentine had he tagged along with her. Though it is a shame he can't do two things at once. Because he would definitely take the kids to a safer place. But he doesn't want to leave Valentine alone either. Not that he thinks she's incapable of finishing this off on her own, because she probably is, but it goes against his moral code.