The Aegis Phalanx had been allies of convenience, not friends. They had used Reidar as a weapon against the church, and when he disappeared, they had moved on without him. That was the reality of the situation. They were there to see if humanity was worth saving, and they likely didn't care about a single person. The race as a collective came first.
Plus, the Ignis world wouldn't have been an easy world even for them, regardless if they knew where he was.
Fighting the monsters the church spawned was challenging because the portals they opened meant constant reinforcements, with new threats pouring through every day, which forced the Aegis Phalanx to adapt.
