My two cents: Canto Bight is thematically all about how remaining neutral in a conflict is as bad as siding with the oppressors. DJ represents the temptation that Finn has to leave the Resistance like he left the First Order, which Finn ultimately rejects. So I think having them arrested for being part of the Resistance waters down the idea that Canto Bight is neutral, representing the amoral selfishness of selling to both sides with no regard to ideology.
You can take OP’s idea that way. They’re just going with the flow of galactic politics, the First Order is in charge now so we obey them. Just like how a lot of Germans didn’t really question the Nazis because they were just the guys in charge.