Well, at least their staying in Japan is quite short and the reason why they didnt seek asylum is pretty simple, considering that even on the case they were acepted they would be separated from each other and lets be honest right now is the only thing they are able to do. Also dont foget that they dont trust adults considering how they were made child soldiers to fight other's wars so they wouldnt bet their future on people they have never knew, at least with Arata&Co they will not be disposed like pawns and they care about them