Yes, that's right! Supposedly, they can go back if they are good. Arthur needs to go back so he can continue helping the Chosen!

When they get closer to the dragon's room, Arthur unfolds his wings and flattens them against his own back. There were still plenty of things he wished to discuss with Prussia, but it was late, and Arthur had already made quite a disturbance.

"Well. I suppose tomorrow I will have to apologize for waking everyone up."