Without extremely compelling reasons, it is in Elayne's nature and education to abide by the law, thus she would not still the captives. She did not immediately turn them over to the tower due to rationalization. In the main Elaynes actions are very logical, naively so, yet still logical and within her character.

Even the risks she runs, she uses the prophecy as a shield to allow her to do what she desires, prove herself worthy; that is her charaters motivation.