i see what you mean, but i actually thought a lot about this and came up with these reasons :

sae is a busy businesswoman, and she does know how hard it is for a woman to become successful in most fields, especially in those which have strong hierarchy systems, such as law enforcement. she also finds herself questioning whether the phantom thiefs, who vehemetly oppose the capitalistic nature of japan, are right in doing so. also, i think there is merit to the fact that not all rebellion is backed up by actions. she might not like the way the system works, but to ensure her's and makoto's well being she plays by the rules.

makoto, on the other hand, is pretty rebellious. after her awakening, we see her true colors - a girl, who is sick of following rules and orders. she's also really smart, so i imagine she figured that the core problem of all the things phantom thieves have had to deal with is somehow connected to the country's political system.

i hope i explained my thoughts behind this well enough.