So apperantly they're magical... so after a half hour they leave to the magical "Land Of Lio". Whenever you attack them they also teleport to this magical "Land Of Lio". Ok, you're asking how we find the "Land Of Lio"? Well, basically just mind your own beeswax, doing things in ARK, and you'll fall into a pit that leads you to the "Land Of Lio". You'll see Lio's with collars, Lio's with names, and battle scarred Lio's. Yeah it's weird ikr.