User blog comment:Jkphantom9/Volume 3 Episode 9 Preview/@comment-5426254-20160114004156/@comment-26397825-20160114005150

Copy Pasted from Halo's blog about this, because it works as a reply to this as well:

I had a thought about the Mercury appearance thing...

If Ruby gets away unscathed and tries to tell anyone, no one is going to believe her. Why should they? Mercury was injured, and he's on his way back to Mistral. She'll be written off as a girl who cried wolf for nothing, and possibly even crazy because obviously Mercury can't actually be there. And Yang's already broken his leg 'unprovoked' and keeps insisting Mercury attacked her when no one else saw it, so I can see people thinking, "Maybe craziness runs in the family?"

If she doesn't get away unscathed, then things will be more believable and people might actually listen to her.

If she doesn't get away at all...well. Then people will be interested in finding her, which could lead to the people finding Mercury/the warehouse he was in at the end of the previous episode even without someone saying "It was all the Haven team!"