They didn't have the will to leave. And could not be forced to do so.

And something something about belonging to whatever gang infighting was going down in Vengeance Hell.

I don't think we should mention it while we potentially have someone on the outside that could actually rally them. If they haven't forsaken god by now, a Liar demon paying a visit isn't going to do any good. In fact, the opposite could happen. The Liars might attempt to use them as pawns.