They did. They left footprints from the door to the teleportation trap, but nothing beyond that point. Belkar took the time to erase their tracks, but Oona is a skilled tracker, so if Team Evil takes the time to investigate she might find them anyway.
Unless I missed something, it is also possible that there were monsters in this dungeon too, especially considering Xykon's comment about "nothing left to kill". So Team Evil should be certain that the Order didn't in fact enter this tunnel. What they make of this knowledge is yet to be seen. In 1222 they were not certain that the Order went that way, but there are only a few other possible doors. Best case scenario, they deduce that the Order must have flown away.
Thanks, I had, indeed, forgotten that detail.
My thoughts exactly. It just seems like a small reference to the Order of the Scribble, to remind us that they had adventures before, too. I don't think it is significant at all, although I would be pleasantly surprised if the Giant proved me wrong in a later strip.