Just saw the latest episode. To me, it’s pretty clear that Thrawn isn’t interested in small victories: he’s after the whole pie. He’s learning the crew of the Ghost and what makes them tick so that he can take down the entire Rebellion through them.
Taking out Cham and the Ghost in this episode is akin to taking out a bruiser in the mafia; sure you stop him from doing anything else, but the structure is still in place and they’ll just be replaced by someone else later on. Better to learn who they are and what makes them tick so that you can manipulate them into giving you the whole shebang later on. This is just the beginning, and Thrawn’s first interaction with our crew.