To make the Lagia Kingdom withdraw its troops, capturing the war god Ares alive was the fastest method. Otherwise, they would have to spend time capturing the vast majority of the enemy army. With the Loki Familia's strength, wiping out the Lagia Kingdom's forces would have been far easier than taking them prisoner. After all, prisoners needed guards.
A few years ago, if there had not been so many complications, Finn would have maintained the standoff with the Lagia Kingdom while taking the opportunity to train his troops, letting the lower-level Familia members participate in battle. They could gain excelia that way as well. But things were different now. The situation with the Dark Faction was more serious.
Moreover, Finn suspected that Ares might know about Orario's second passage. Otherwise, it would have been difficult for people from the Lagia Kingdom to enter Orario. Orario's inspections of outsiders, especially those bearing Falna, were extremely strict. The Ganesha Familia possessed equipment that could inspect the state of one's Falna. While it could not reveal specific ability values, it could show which god a Familia served. Other things could be concealed, but the deity of one's Falna could not.
As for climbing over the walls, it was fine as an idea, but actually pulling it off was not so simple. Given the sheer height of Orario's walls, even an ordinary Level 5 could not scale them under normal circumstances. Of course, someone like Asfi with special magic items was another matter.
Not to mention here—even in Great Tang, where people had qinggong, only a select few were qualified to cross city walls. Of course, that had been in the past. With the Six Styles spreading, city walls would likely be unable to stop certain people in the future.
"This is the plan.