Chase looks over at the patron who crossed between them, then back at everyone checking their pockets and laughs to himself at their paranoia since he has a kleptomania streak himself. He's glad he hadn't lifted anything off of his comrades or they'd be chasing that guy for no reason.
He puts on the sunglasses and follows Alicia. Gives her some space when she goes to talk to the guards and then follows her out of the city. Once a good distance he creeps down and starts moving silently/hiding (takes a ten on both and from know on referred to as sneaking). After all, you never know what trouble lurks out there.