I think we should also consider that Schneizel has already tried the whole capture instead of kill thing before with Lelouch and that didn't work out so well. If he didn't move to stop the Black Knights from killing Lelouch its probably simply because they made things easier on him by making his eventual surprise escape less likely. Of course then you have that he escaped yet again anyway, but you know at least he was close to being rid of his nemesis for good.
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