Cassian doesn't turn around until he's past the door and taken a turn that gets them out of sight of the street. Then he waits in the shadows to see that Hera and Kanan have followed him. Once he sees them, then he begins to go farther, following a path that leads down and around.

Partway down, he lights a small lantern and stops to pull out a comm, "We should be safe to listen here."