Yeah I like how they don't punish you when they story removes someone from the party. They get current equipment and all XP they would have gotten as if they were just collecting bench xp the whole time. Slenderman lol I thought the same thing. They seem to randomly appear in certain areas, just like the weird rotating block things.
I'm at the end, trying to finish up some sub events first. Did you get the Devils Beasts sub event from one of the Sea Havens earlier in the game? There was one of the creatures in the cave area with the Slendermen outside of Xian Du.