As a general rule, Aimery's bosses would be highly annoyed if he brought home a costumed ruffian, even by accident, yes. Avoiding doing so is an excellent policy.

Of course it doesn't really matter in this instance, and even if Aimery weren't headed right back to his own home, Adrian will still keep an eye on his progress. The man doesn't need to be aware of that, however. "Keep to the main streets, where there's good lighting," he replies, with a nod that suggests he intends to go along with Aimery's refusal of further help.