St.George would have followed if it had led him between-worlds.
In a manner it did lead him between-worlds.

Emerging suddenly upon a broader avenue their car followed the other aside and shot through a great gateway of the palace wall--a wall built of such massive blocks that the gateway formed a covered passageway.

From there, delicately lighted, greenly arched, and on this festal night, quite deserted, went the road by which, the night before, they had entered Med.
"Now," said St.George between set teeth, "now see what you can do, Jarvo.

Everything depends on you." Evidently Jarvo had been waiting for this stretch of open road and expecting the other car to take it.

He bent forward, his wiry little frame like a quivering spring controlling the motion.