Without the gun, that meant that they didn't have to worry as much about Firely shooting fire at them as they came through a chokepoint like a door. Instead of going into the building through the same window or level, he slid into the building through a broken window on the ground level, on the floor below it, reasoning that if he was trying to escape, he'd have to at least get back to ground level to do it. This way he could cut him off.

"I'll cut him off!"

If he took the ground level and Blue Rose followed him in on the second level, they could make sure to corner him.