Hilariously powerful people normally don't just show up out of the blue; by contrast, overconfidence is endemic to the cape scene. It's not that unreasonable, on the face of it, to assume this newcomer doesn't have enough firepower ready to hand to resist the Nazi cosplayers. And one never wants to give a tinker time to prepare themselves.
Unfortunately for the Empire, this isn't a tinker. This is a videogame protagonist indulging in post-game content, and all their assumptions about how to approach her are entirely wrong. Even worse, there's no way they can get enough information to correct their assumptions without waiting, which risks some other power bloc recruiting this supposed tinker.