Because this is a competition. Following the leader this time would mean they give up and accept losing against her and other favorites. That way, even if all three of them managed to qualify for the 4th stage, there's no way they'll ever become one of the winners in the end no matter how long they last.
And that is unacceptable to them, they are here to be at the top. So yeah, they gotta try something else, even if that doesn't work and one of them gets kicked out instead of Junna or Abi.