So, Fatty's objectives differ from Blade Warrior's and Iman's. Iman is concerned about the two children, but Zhang Xiaobo is entirely focused on self-preservation. After all, he doesn't have a Mecha now; he's just an ordinary person. If Mengdie or someone like her comes looking to settle scores, he can't fight back.
Even if you had a Mecha, you couldn't drive it across the city mindlessly bombing things. If the buildings are destroyed, or people are killed, you'd find yourself behind bars with your future ruined.
That's why Fatty had to come. Along the way, Iman and Blade Warrior listened to his complaints: one moment he didn't want to live, the next he wanted to take on Jade Clear Sect. In short, his words were already incoherent due to Zhang Xiaobo's anxieties, leaving the two women speechless.