I don’t think airline pilots, certainly not in Europe, ever have had to worry about being “tricked” by ATC. Up until now we all assumed that ATC would be there to help in a situation like this, it’s not part of our training or experience to suspect ATC instructions or recommendations in a security event. So in my humble opinion, most reasonable pilots would have done exactly the same as these guys did, why would you further complicate your already uncomfortable situation by playing spy games??
And yes, Ryanair, like all EU airlines, have a 24/7 OCC with trained security assessors.