Do as your told, why be a hero? Nothing to be gained at the end of the day!
Dont ever fight with a pig, you both get covered in it and the pig likes it!
also,
Never bring a knife to a gunfight.
This was all over in about 20 minutes, so you squawk 7500, and then what? It would not be too difficult on that track to be out of coverage anyway.
Fly out to sea? And then you are "out at sea" so to speak.
Get these people nicked on your account and pi$$ them off and you would be looking over your shoulder for a long time. This isn't television.