Assuming he was an evil cultist (which they don't even know), what if he already set a trap? What if he had allies incoming? What if he is mind controlling Ram and Emilia with some strange power? They basically know nothing and decided to not find out anything more.
They spoke to him for a few sentences and judged him based on that. The moment they felt he was a danger, they should've tried to find out more. At the very least, they should've interrogated him when he was imprisoned. It would not be ideal, but I would at least understand that.