Felix had to admit that it was dangerous to go out exploring an unfamiliar world on his own. But their scouts reports said there was little activity.
Which is to say, there was activity, just not a lot of it. Small fires and weird noises, neither matched the current weather nor a marching army. A dragon or drake would've caused much more trouble if anything had disturbed their territory. Same could be said about a demon. Whatever it was, it was avoiding large groups of armed people.
So, Felix used his torchbearer ability on Perseverance and used his final ability to turn it into the golden torch. Between that and Percy's Mark of Devotion he was pretty secure in their ability to escape serious trouble.
After checking the progress on their camp (three houses have been conjured and adapted by workers, they should have enough Spirit for a spell tower by tomorrow) he gave Percy a goodbye kiss and set about exploring the world. It was a small world, this meant that the monsters would be more concentrated. Good.
He liked the opportunity to make new friends.