He would be rather dumb if he put himself at risk of being tracked and captured, which was exactly what Gi-hun wanted now that he had won the Squid Games and got out alive. Which is why he has someone else with him, for just in case this very thing happened.

He adjusts his tie as he enters a building, which was empty. It's his home of course. One of the men Gi-hun hired followed him there, but Gong Yoo had not a care in the world as he walks- or rather, strides, up the stairs.