Putting the Soldier to sleep is gonna be a pretty hard sell. One, they don't trust Sora yet; two, they don't trust him not to knock him out and then escape. They're not the trusting sort. They do watch him cast a... spell? Jesus, these people and their magic.

Weirdly, they can kind of understand not wanting to be alone but at the same time not wanting to be found. Normally in that situation, they'd find a good hiding place near to other people, like the kitchen of the Invincible or a roof somewhere, where they could see and hear others without having to interact. "Apparently I'm just as stupid, since I did find you." The Soldier is just also tougher, dammit.