The four knights have always done the same things over and over again. The princess gets kidnapped, they go on a journey to find her, they defeat her captive, and they save her. Then they just rinse and repeat. But this, time, it's different. By the time they arrived at the place you were being held, all being pretty bored at that point, they found out that you were just fine yourself, having just defeated the villain yourself. They have to take a while to process what is happening, because this never happens.