What would the Palace do, though? It can't fit in the building Ember's in, presumably. They could send a pod, but there's still the matter of actually getting to Ember. I'm sure that she and the Djun are heavily guarded, and it would put a lot of elves at risk, which is exactly what Ember is trying to avoid. Maybe once they've rescued Teir and the rest, they can start thinking about a rescue plan for Ember. Seems more logical to me, in a cold, hard numbers sort of way. Saving a tribe versus saving a single elf, even a chieftess. She got captured to save them, and even though the Djun's last kid is dead, I would imagine that once the troops recover from that shock, they'll still pursue. Best to get them out while they can.