Why did Robin and his men leave London?

Robin Hood and his men left London after receiving a word of warning from the Queen.

While they so shouted with loud voices, a tall burly yeoman of the King's guard came forward and plucked Robin by the sleeve. "Good master," quoth he, "I have somewhat to tell thee in thine ear; a silly thing, God wot, for one stout yeoman to tell another; but a young peacock of a page, one Richard Partington, was seeking thee without avail in the crowd, and, not being able to find thee, told me that he bore a message to thee from a certain lady that thou wottest of. This message he bade me tell thee privily, word for word, and thus it was. Let me see—I trust I have forgot it not—yea, thus it was: 'The lion growls. Beware thy head.'"

"Is it so?" quoth Robin, starting; for he knew right well that it was the Queen sent the message, and that she spake of the King's wrath. "Now, I thank thee, good fellow, for thou hast done me greater service than thou knowest of this day." Then he called his three yeomen together and told them privately that they had best be jogging, as it was like to be ill for them so nigh merry London Town. So, without tarrying longer, they made their way through the crowd until they had come out from the press. Then, without stopping, they left London Town and started away northward.