Being one of the strongest Alpha Primes around, the truth wasn't hidden from them.
Unlike most others, these four knew that Prince Leif wasn't killed by the Angels, the Bloodstone Crater wasn't destroyed by the Angels, no, they knew that the Royal Black Prince was the one who did that. It was him, not the Angels.
Prince Alaric hid that fact from the masses.
And since Princess Selene was there, she knew the truth and told those who were trustworthy.
Essentially, all of them knew that Rex was stronger than Princess Selene.
Knew that the chances of winning the war were really slim.
Other than Sven or the Princess of Ice and Snow, there's nobody who could match Rex.
It was their purpose to stall.
Slow down the main army from reaching where Princess Selene was until reinforcement came.
Killing Kyran would be doing the opposite of that.