Not in a full circle, mind you, just getting around her enough to pump him with some bullets.
I was thinking about something like that: (excuse my sorry ability to utilize MS paint)
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Well it's possible there are legends or myths floating around mystifying and exaggerating the capabilities of Valkyrur ,and that's why they didn't dare to try attacking them (which of course contradicts how surprised Faldio was), combining with the general mentality not to kill anyone, who's not attacking them aggressively.
But I find it kinda meh, that they just let the Enemy country's prince walk out freely and just stand in a complete paralysis.
Especially they didn't even move an inch, while Maximilian and Salvaria went outside, went in the canyon, waited on the tank, boarded the tank, commanded the tank to destroy the temple. In the meantime them three are just waiting on the exact same spot for something to happen? :/