They let Hades go ahead, keeping an eye on him and the dragon, trying to work out the best plan of attack. Clearly, the blade won't be enough, the beast is well-armored. They could potentially help with that if they can get their claws beneath the scales and tear them away.

Still, the eyes are their first target. Even if doesn't weaken Bahamut, it should, at least, blind him.

"Rhea'li, is there any way I can release you somewhere? I require all of my hands free." That and they don't want to jostle or drop him.