You're assuming that story for the strawhats is over, when most of the narrative in Wano has been about the scabbards. Sanji has only gotten those few chapters of his fight with Queen to develop, and it could very well just be the start of his character arc.
If the raid fails, then this defeat can shift the focus of the story back to the strawhats, and expand on the storylines that have just been introduced during this conflict.
And on the last point, I guess a third party could intervene to allow the alliance to escape, whether that is the government, Zunisha or something else I don't know.