@chrome Honey, he has robbed places with heavy security, that is with mages and knights and magic spell that activates if not careful etc etc. It won't be beyond him to keep an eye on the mages and 'try' an escape, especially cuz they haven't spotted him yet, even if they did, if he moves fast enough they won't able to track him.
I am not saying he should succeed in escape, I'm saying, he, who as escaped from all kinds of places 'on his own', should be thinking about how to escape this situation with his own strength 'like he always has', and not to wait for some knight in shining armour.
The author nerfed his identity as never before caught very very experienced thief to a novice who is incapable of maintaining composure, always need somebody to rely on etc, downgrading him to someone who needs 'romantic love' to live on.
Ik the system will try to trip him, but had the author taken the fact that he is the greatest thief into consideration, he would've tried. Just like the way he might've tried anything to get out of very difficult places during his thefts. And if he fails, it's ok. It's not as if he is gonna lose out on anything had he tried.
