I mean the V6 OP implied the same thing. But in the actual volume, Mercury is mostly angry (at Tyrian) or terrified (at Salem and Flying Beringels... who at this point are here to become punching bags for when Theodore comes in).
The reason he's with Salem's crew instead of with CEN in the OP, I'd say has more something to do with what he told Emerald to "Get his out of [Mommy Cinder issues and identity crisis]. And he's keeping himself to his word. He is nowhere near Emerald this last episode and he's definitely not joining CEN in Amity Girls Night Out.
As for him saying "He's right where he's supposed to be", Tyrian immediately calls bullshit and calls him out. Mercury is not a "Big Bad Man just like the Others", he's just a kid over his head who's just here because "It made sense" and is pulling a strong facade. He doesn't have a drive like the other villains, instead he's been drilled in the head his father to become a killer like him. After he kills his dad (for a reason we don't know) Cinder comes in wanting Marcus, the killer. We she gets Mercury instead she asks>"Tell me, are you anything like your FATHER?"
She wanted a tool not the person, and Mercury only saw himself as such. Just like losing his semblance (spiritual) or his legs (body), Mercury is also losing his identity (perhaps this is why his song is named "I'm the One"?)
Then Tyrian pops in with the double edge sword advice>If you don't like what you're doing, then you're in the wrong field. Do what you love!
Emerald seems to follow that advice. Follows Cinder like she wants too, then potentially sees the red flags and leaves.
Mercury's test lies in Salem's crew, and more exactly, Oscar, another person who's losing his identity due to being next Oz. And unironically, with the way things are going, Oscar's only way of escape lies on Mercury's morality and choices. And a start of a self-discovery character arc.
But I'd say that's just my wishful thinking + want for the two to talk