It seems like a big assumption that they have the details of what we want to know. Granted, it's certainly possible and perhaps even likely that they do. But if we bail early and grab them, then find out that they don't know about Barrington's purchase or know enough (it might not be enough just to have a rough description, the technical people might need full specs to feast upon) or can't extract the information from them (Faust, for instance, was less than forthcoming), we'll be in trouble. They're not going to make it easy to get the information if we have to go back again.
I think it's better to regard capturing the villains as a sort of bonus or way to contain information (stupid mind reading demon) than a way to achieve our primary objective. But lugging them around with us might be a real pain, especially if they pick a bad time to wake up.
Since the demon apparently shook off its stun quickly, should someone be getting a HP for its recovery?