They expect their team to get out before they blow it up. As for why they’re doing it, this could be explained as being in the only or biggest First Order base at this time.
We know it’s not the only base, because Snoke isn’t there. Also, within mere hours they have control of the Galaxy. If their primary, let alone only, base is destroyed: they wouldn’t have the manpower or strategic positioning to make this happen.
I get that it’s dumb how redundant Starkiller is, but a lot more has to be cut out to make the end make sense.