Survey says if he isn't still in the building, he left via the back entrance. If he went out the front, everybody leaving would see and then attack him - this time with the entire plaza for reinforcements. This largely negates the advantage of being able to mow people down with a steam repeater as they leave the establishment. Chances are he will have left the building, on account of the fact that there's not much he can do while blind except perhaps try and kill everyone. A pointless endeavor since he might inadvertently kill Peridot by accident. One assumes Walkins doesn't care about Pierce since they shot him, but they went out of their way to try and abduct Peridot, and they can't start firing blindly since her head is level with his nominal aim. It would be in his best interests to link up with the other doppelgangers and disperse so they can monitor everyone who was involved and start preparing for the next attempt.