And the thing with WCI, is that it just doesn't work as a comparison to Egghead.
With WCI it was clear they were WAY out of their league, I mean no SH then besides Luffy and arguably Zoro could have even beat Cracker and Katakuri, so the captain was obviously impossible for them to fight at the time.
Here, that's not the case.
Nothing Saturn or Kizaru are doing make it seem like they're unstoppable. Sure, Saturn's regen is crazy and you can argue it may even be better than Marco's (as strange as it may be), but we know there's probably a way to work around that via lopping Saturn's head off or something similar to it.
They also outright said that they were not in WCI to fight, otherwise they'd have brought Zoro and the rest of the crew (Luffy, iirc, actually outright said Zoro first btw, that's not me being a Zoro wanker or anything), meanwhile they have the whole crew here plus Kuma, Bonney, and Sentomaru.
There is no reason for them to just pussy out of this due to thinking they're inferior and don't have the manpower to try and match up to them right now, if they leave it's probably to ensure that Vegapunk doesn't die somehow or because they think it's better than fighting Kizaru, Saturn, and the rest of the Marines when they can just save their energy and leave.