They weren't ... welcome there anymore?

[That's why the Hargreeves are asked to leave most places, honestly. See also, the harpy situation. They're strong personalities.]

There was a standoff with a pair of undead kings, and they pissed one of them off enough they had to leave town. Or at least, that was the rundown I got. As for why Taravast ... I'm not sure. It was the decision the group made before I got here.