They are the scouts. It's not like they can blend in with the goblins or make it more than 10 feet into the castle without being immediately spotted anyways. And then they'd lose the element of surprise and have to deal with entrenched goblins instead of startled ones.
I get the feeling he's going to be very busy keeping her distracted from the camera. She'll probably find the photo anyway though. Leon is cursed to fail in the best way possible every time.