Yeah, now this option suddenly looks more plausible — and not just in-game.
(What happened in-game may further be treated as a premonition or a hint.)
What happened between them earlier (in the 33rd chapter) could be seen as a series of coincidences, but now it's laid a little bit thicker.
We can also see some Sayu's words (“if you're worried about people taken away, maybe you should worry about Otaku-san instead?” from the 34th chapter) in a new light now. She warned them and then she did exactly that, though in-game only. (For now.)