Stupidity: Andor and Luthen set a vehicle to drive and distract the security team. The vehicle is destroyed, and they immediately round the corner in full view of the team on a speeder and drive away, then blow up the vehicle. They could have driven away on any number of other streets without revealing that they weren't in the vehicle, keeping their escape secret. And if they blew it up before the team looked too closely they might have even been deemed to have been killed in the crash. (00:32:19 - 00:32:43)
Continuity mistake: When the security cameras are shown watching Kleya walk through the hospital, she is walking with a bandaged wounded hand sticking up, and this is shown in most of the camera feeds as well. Except in one shot, she's shown walking with her hands down; then her wounded hand is sticking up once again in the next shot. (00:26:17)
I Have Friends Everywhere - S2-E5
Continuity mistake: When Syril is talking to the Gorman front guys in the alley about the ISB searching his office, the angle of the light on his face changes several times at different angles. Sometimes on the left, then the right of his face. (00:11:43)
Trivia: The ship that Cassian steals in the first episode is a prototype of the TIE Avenger. This was introduced to the Star Wars canon first in the 1994 PC game, Star Wars: TIE Fighter. It is portrayed as the next evolution of the TIE Fighter as an elite experimental ship and predecessor to the TIE Defender. It has enhanced shields, a hyperdrive, and heavy weapon loadouts including proton torpedoes. Andor season 2 is the first time this has appeared in Star Wars live action.
Answer: I agree that the aliens' motivation is not clear, and this may all be a writer's shortcut to get Andor and Melshi on to the next part of the story. But I believe they are very disgruntled with the Empire, and I suspect they may be pretending to be more hostile than they really are, just to wind Andor and Melshi up. So - with no other evidence - I think they give up their ship because it messes with the Empire, it helps some mistreated prisoners escape, and the aliens have nothing better to do than walk back to their homes.