From the look on Cor's face, Gladio can tell, he doesn't necessarily believe that to be true. It doesn't really surprise him, though, given that the Marshal was not the kind of man to take anything at face value. It had to be proven.

So, with thin lips, Cor gives only a faint sigh. It's Gladio who speaks up, nodding. "We're not going, sorry." Not actually all that sorry in reality, if his tone suggests anything.

"...Alright." Blunt, but there's a hint of disapproval lingering somewhere behind his words. Not because of what they are planning, but the potential threat behind it. "Then I'll be keeping watch and looking throughout the city." A guard, forever through and through.