The mission they were assigned is called the “Special Reconnaissance Mission.” It entails that they are to march into Legion territory to scout out the enemy lines, however, they are to not return. In essence, the mission is a de facto suicide mission meant to purposefully kill the 86. They write it off as a scout/recon mission, but it’s really not. Should they turn back, they will be treated as traitors and immediately executed. They do this to everybody who ends up in Spearhead who doesn’t die. By sending them out into the wild, it becomes a fight for survival. They still need the Republic for the ammunition, juggernauts, and provisions, but now they have none of that. For Shin and the crew, they run into Rei as a stopgap. They ultimately didn’t have to fight him since it’s a survival mission, but this is what Shin wanted. That’s why he instructs Raiden and the others to hide and run away in the forest. Even after defeating Rei, their mission must still go on. They must keep marching deeper and deeper into enemy territory until they eventually die. The reason why Lena is running after them is quite simple, she wants to stay connected to them for even a second longer before they leave her. She had grown so attached to this squadron that finally recognized and respected her. To her, they were almost irreplaceable, so losing them would be like losing a close friend or family.