as far as they knew he was already dead and not getting tortured for centuries. and when he came back, until he said he had been calling them and asking for help (which was right before the end) they had no reason to feel guilty because as far as they knew he didnt want or need their help. all the bruises could have come from the single handed annihilation of hell.
its also kind of awkward to know you caused someone to suffer or look the other way while someone did. maybe they feel guilt but havent been able to apologize, yet? azrael knows he self-harmed (the way in which to get attention, not the way to actually kill yourself...down the street, not across the tracks) and is backing off until he wants to talk about it (also this is before she knew that he called to her for centuries with no response)
