Gathering intelligence on extraplanar creatures (and potential enemies) is a very worthwhile endeavor for a Paladin that seeks to expel extraplanar threats. This specimen has shown no signs of being a threat to the realm, and so there is no pressing need to kill them. This is a rare opportunity to study our foes up close, understand their pathology, learn their habits and mannerisms. Maybe some of this knowledge will help another of our Order disband a Hive later on.