Although "they seem to know where they are going," there is a moral ambiguity about the choice of the few who walk away from Omelas; for, in leaving Omelas to make their own destinies free of a scapegoat they have yet left the miserable scapegoat locked away. Perhaps, then, there is no place where they can go without some guilt, as Judy Sobeloff suggests in her critical essay "Summary and Allegorical Significance in 'The Ones Who Walk Away from Omelas.'"
Thus, knowing that there can be no utopia, the ones who depart Omelas may leave behind the miserable child realizing if the child is freed, this scapegoat will simply be replaced there by another. So, the only alternative is to leave and find a place where there is no scapegoat, where each person takes responsibility for his/her own happiness, a happiness which inevitably must be accompanied by its own sorrow and guilt.
This is a fairly profound question. I think that those who leave Omelas are probably the most interesting of characters. On one hand, they have understood that their notion of happiness was predicated upon another's suffering. At the same time, they leave and enter a realm where guilt and personal torment will always be a part of their consciousness. This is what makes them powerfully compelling characters. Where they are going emotionally is to a realm where the happiness they once knew will never be back again. They are entering into a domain where they might know contentment or a temporary respite from pain, but their existence will forever be rooted in a sense of guilt. This comes from their silence while they enjoyed life in Omelas while the child suffered unimaginable pain. The fact they leave indicates their profound remorse and sadness over such a situation. Their departure means that they carry with them the sense of personal responsibility of wishing to change a situation they they cannot. They go to a world where happiness will always be tempered by a sense of past and future experiences of guilt and anguish.
I thought a lot about the same question. I think it is a metaphor on life and how we don't really know where it may take us. It could be saying that we should steer ourselves away from this kind of immoral behavior (this one particular event most likely represents ALL immoral behavior) even if it means we have to leave our comfort zones (utopian Omelas)
I think they don't really know where they're going but I guess they're just trying to go to other place where there's justice, not like Omelas.
Like a lot of issues in the story, the place they go to has no clear explanation. The Le Guin addresses the place at the end of the book but it's still pretty vague. For what it's worth, here it is,
The place they go towards is a place even less imaginable to us than the city of happiness. I cannot describe it at all. It is possible it does not exist. But they seem to know where they are going, the ones who walk away from Omelas.