Should You Follow the Thieves Into the Fort in Fire Emblem Fortune's Weave?

Fire Emblem: Fortune's Weave gives players four different character storylines to work their way through to get the full storyline. While these cross over in places, each one can be played and appreciated on its own. As you play through Cai's storyline, you'll quickly encounter a bunch of thieves up to no good. While these are pretty easy to take care of, on your way to the capital city Dagsion, you'll encounter another bunch blocking the way. After defeating them, they'll run off into a fort to the side on the map, and you'll be given the choice to follow the thieves or carry on. If you're wondering whether to follow the thieves into the fort in Fire Emblem: Fortune's Weave, I've figured out the best option.