Set hadn't wanted to leave Shuule alone, but he was tired, and cold. He was sluggish, his blood feeling like sludge under his skin. He admitted - just to himself - that Ukko had something he was lacking; warmth, both physically and emotionally.
He knew Shuule was cut in a million little pieces over the loss of the second egg, and he could feel the pain ripping at his chest, but he himself practically didn't understand it. He was just relieved that she was okay. That was all that mattered to him, logically. Eggs came and went.