Because the Teller was tired. Note that herMS Delphox's next action was to take it back into its hibernation pod.
The Doctor : (Reading her perfectly) You're scared.
MS DELPHOX : I’m terrified. I have the disadvantage of knowing Karabraxos personally.
THE DOCTOR : If you don't like your boss, why stay?
MS DELPHOX : (A cynical smile) My face fits . Now, if you’ll excuse me, I must take the Teller to its hibernation. (to Guards) You two, dispose of our guests.
And she leaves with the TELLER in tow.