Grey removed the seals before inquiring about how they were captured. Hearing their story, he could not help but feel a sense of pity for them. They were drawn to a particular place due to the birth of a natural treasure. Just like them, Lord Everard's group which was traveling past that region was also attracted to it. Getting there, they saw the Dragons and other Magical Beasts. Without hesitation, Lord Everard discarded the birth of the treasure and turned all his focus on them. Lord Everard's group was too strong for these Magical Beasts, so they were captured after putting up a strong fight.
The City Grey found them was the second City they were stopping by on their way to their destination. Lord Everard only opted to stop here due to his appointment with Godric. Grey's appearance would not have caused a commotion if he had not taken the treasure Lord Everard thought would be his.