Yeah, it surprised me slightly too.
I was thinking, and it seems to me that choosing option #1 (freedom, but w/ memory wipe) at this point would be a rather bad idea for the remaining members. The Gantz teams is obviously being targeted and if I personally knew that someone might be coming after me, I'd rather stay in, keep my gear, and remember that they might be coming for me than be ignorant about it and lose my suit and weapons.
Whether Oku and his characters feel the same way is a different story though.