From the government’s perspective? There is often value in releasing the person. They almost never realize their phone lines are tapped and the first thing they do is run to their friends and start incriminating them further.
There is often the issue that these right wing cells are without their knowledge governmental “stay behind” cells who are operating somewhat under the jurisdiction of factions of the US government who are legally barred from operating clandestine missions on US borders.
In terms of the Proud Boys, their leader is a journalist who was officially on the Canadian pay roll before they became a fascist paramilitary leader. Seeing that immigrants who are members of political extremist groups are barred from having permanent residence in the US, while registered spies are not. These are things we have to speculate on, unfortunately.