Things had come to a stalemate in the War on Heaven (which was more of a new US Civil War according to the past chapters. Wait, why the hell is the US is the center of the fucking world again?!?!). Much of the US had come under the control of Chimera, and with it's military might (found in Chimera Security and the NSD) it was able to intimidate the US Military into a state of inaction.
And with the relative security that this period gave them, Karlson decided to take full advantage of it. So, he had a short talk with Yuri about it, and they made plans to give the recruits and their leaders a time of leisure. Besides, I've not had any time to just cool off.
The plan was simple: they all would head to a podunk town in Montana, called Hot Springs (I wonder what the fuck made these dudes call it Hot Springs...). There, Yuri owned a private Onsen, and even a mudahfukin' wahtapahk. And it was in this Onsen that the gangsters/assassins/flower-children/fluffy-bunnies would let loose and just relax.
Now that the creative juices were obviously not flowing very well in the Divine Author's mind, he decided to merely place everyone in a train, in the middle of winter in Montana, heading through the mountains towards the Onsen.
Oh, and Karlson was sitting in a seat, and smoking a cigarette (booyah!).