I would say that they've done it intentionally as a display of their power. They want us to know that they are in complete control. If we play along with their game, they've won. If we take the bait they've laid out for us, try to escape, and fail — which seems highly likely considering we have no idea what security measures are in place, let alone where we are, where we would go, or how to return home from there — they've won.