The Proxysuit vanished, leaving behind nothing but questions.

...Well, questions and a formerly-possessed woman.

...And a bunch of scrapped robots.

Plus a mess. Okay, you know what, fine, the Proxysuit left behind plenty. But primarily, for Lily's purposes anyway, questions. As best she could tell, the Proxysuit hadn't taken anything with it. All the other robots were down. So if Proxy deemed their (her? Lily was certain that the words coming from the Proxysuit had been Proxy's own, but she wasn't sure about the voice. In movies and on TV when someone was possessed their voice sometimes sounded like the possessor's, but Lily had no idea whether that conceit would translate to real life) primary goal completed, it likely didn't involve a physical theft. That might also explain why Proxy deemed their own primary objective completed, if their interference had indeed prevented them from getting whatever they had (secondarily?) come here to steal.

(Strictly speaking, Lily would have considered stopping the theft a secondary objective to making sure nobody was harmed and rescuing the victim who was being forced to pilot the Proxysuit, but given that nobody appeared to be in physical danger and Proxy had released the victim regardless, she supposed in terms of goals that required their intervention to achieve, stopping Proxy from stealing something ended up more-or-less at the top of the list. Assuming her assessment of Proxy's assessment of their goals was accurate.)

They had been talking about anomalies triggering each other. So...it was an experiment of some kind. An anomaly...might have been a change in the timeline, maybe? Or something else? As best Lily could tell, the only real change between their arrival and Proxy declaring victory was their initial attacks against the other robots.

And while Lily was still very, very unclear about how Nope's powers worked, if you said Helios is to spells as Nope is to blank, "anomalies" would have definitely made Lily's short list for filling in the blank.

She turned to him to ask if he might have any thoughts on the matter, and saw him sitting on the ground, hands trembling, looking at the woman who had been possessed.

That could wait.

She walked over and briefly laid a hand on his shoulder, before starting to walk around the room, sniffing about for anything...anomalous. She heard the sirens, and the shouts of the police, including the voice of one person in particular that part of her would just as soon avoid a confrontation (she knew better than to pretend it would merely be an "encounter") with. But the fact was that the police weren't going to be the ones who solved the problem of the League of the Future. Lily wasn't going to just scamper off when there might be something to find.

...Okay, and maybe Proxy saying they had achieved their primary objective, congratulating them on the same, and just up and leaving when they had just wiped out their minions and clearly had them on the ropes had kinda offended her pride and left her in a bit of a confrontational mood. Just a little bit.

Spoiler
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Turning on the full senses suite (for our purposes what probably matters is the Analytical Olfactory Senses and Detect Biological) and sniffing around to see if there's anything interesting. Perception: (1d20+15)[20].

...Although I suppose this does also mean I'm on Detect Emotions when the police arrive. Total coincidence of course. I guess technically I'm Routining Insight for 25. By coincidence.