I was going to blame the knights for not following the villains, but since the villains can fly, while the knights can't, I guess it couldn't be helped. Although I believe it's a poor decision from the author to make these psychos able to fly. They already were powerful enough as it was, so why add that on top of it? There wasn't even any precedent to such a power in the story. Maybe it's a demonic artifact that allows it and they were all given one by Laheit, so it's not exactly their own power.