I don't think they showed them leave but remember Rick kind of got mad and said they couldn't stay? I THINK they just left cause I don't remember a specific scene showing them leave either. I'll bet they end up catching on to the governor and helping Rick in the end.
TIS
Thats exactly what I remember. It wasnt clear if they were actually going to leave after Rick said that.
Tommy Shots: They want me running the family, don't they know I have a young wife? Sal Vitale: (laughs) Tommy, jump in, the water's fine.
I'll bet they end up catching on to the governor and helping Rick in the end. 
