If something terrible was destined to befall them, Sunny had to know about it in advance. That way, he would be able to make preparations and deal with whatever happens. As long as he was prepared, many things would become much less dire. However… what if his preparations would become the very reason for that terrible thing to happen, making Cassie's vision a self-fulfilling prophecy?
That's is a possibility, but remember there are realms above "realms of gods". So I think they will eventually leave this place after finding Qia and Calina.