Watching again I guess I'm confused about what's bothering you. It seems to me that the initial raid is being conducted by some sort of police organization which the two protagonists are officers in; while it's unclear whether the "angel" was a prisoner to the cult that's being attacked, it's pretty clear that she's kept as a prisoner by the police (or some other related organization) after the raid. So these two set her free, against orders, and without harming anyone as far as I can tell.