They're only attacking the Bureau because the Bureau is in their way. They just want to recover Thoma and retreat.
They didn't threaten to attack Thoma if he tried to leave. They just told him trying to leave wouldn't be a good idea since they're in an airborn battleship. They gave Thoma a choice and wanted him to think it over. If he was going to join them, cool. If not, oh well, they were going to respect his choice.
When his choice was to go off and let himself be killed, they didn't approve of that and weren't going to just let him go off to his death. That's why they're chasing after him now.
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