I hope he wasn't naive enough to try to save the evil bandit. I would understand trying to postpone his death a few moments so he can serve as a distraction against the monster, but I doubt that is a strategy Cross would think of. His other former adverseries reformation was already tough to swallow, but I absolutely wouldn't want this rogue to join the band of friends.
Honestly I hope they don't win on their own. Cross has already miraculously won against the bandit leader, pulling that off against the much stronger dungeon boss would be absurd. I would prefer that they just disable the level restriction of the dungeon somehow and get saved by the teachers.