They faked the ship's destruction, letting the Primarch think he could pursue the objective at his leisure. He could take his time being petty and destroying the Archive. Discovery visibly escaping would put him under time pressure. If he delays to indulge his pettiness, Discovery could get the technology. They'd be using themselves as bait to lure the Breen away from the civilians.

Also, the Primarch only made his threat against the Archive later. If they'd jumped immediately after the away team was aboard, it would have been before the threat was made. It also would have been before the Breen's weapon demonstration, so the Archive would have been 100% intact when they left. At that moment, they had every reason to believe that the Archive was only in danger due to their presence. The logical, civilian-saving response would be to remove their presence.