There were two routes from Re-Lantier to Carne Village if you travel by horse-drawn carriage.
After going north, keep right by hugging the edge of the forest. Or go east then turn north.
This time the former route was chosen.
Since there was a higher chance of encountering monsters along the edge of the forest, taking this path was the wrong choice from a bodyguard’s perspective
Even so, everyone still chose this route. This was done in order for Ainz to fulfill his promise to Peter and hunt monsters. Although there was a lot more to lose than to gain, they were still able to choose this path without worries because Momon and Nabel were there. In addition, Narberal demonstrating her ability to cast tier 3 magic ‘Lightning’ when they left the city was a big factor
And technically they were not entering the forest. Rather, they were traveling along the border between the forest and the plains, so the monsters they might encounter wouldn't be too strong. With the ability of the group, they should be able to manage. In addition, by taking this route, the monster encounters would allow the members to verify each other’s combat prowess. With these points in mind, they decided on this route.