Well, they don't know Xykon intends to teleport in shortly, but they knew before they ever reached the Western continent that he *can*, so it's not unreasonable for them to have prepared for the concept that Xykon either would beat them there, or would arrive not long after them. Especially if Elan has taught them much about drama. ;)
As I said, once they find the Gate, if it's still intact and they don't see any evidence of tampering, they know Xykon hasn't been in yet, and that he will be there before Kraagor's - and they DO know he's coming; remember Durkon was willing to blow XP to summon Devas even if they'd just be a speed bump for Xykon.