So, the book that Cavendish was after, and attempted to destroy was referred to as the "Index" by Brother Vincent and is described as being full of "Names."  Apparently, Cavendish and those who control her seek to use this book and the knowledge in the book to coerce the Angels out of Heaven where they can be destroyed somehow. 

Two questions:

(1) Why destroy the other copies of the books?
(2) Why give the book back to the Albians?

Stealing the book makes sense -- now she and her supporters have the book and its knowledge.
Destroying the other copies of the book also makes sense -- Albia no longer has the knowledge and Albia cannot use the book somehow to thwart her plans.

BUT, by giving it back to Grimm (she does not know about his copy of the Book) she gives them a weapon to thwart her AND draws attention to the fact that the Book is that important. 

Further, couldn't Cavendish just gone in there herself and read the book? At least no one would have known its importance.  Or, would her need for courtesy prevent her from taking direct action against the Brothers of the Way herself?  Why else get 500 Auroran Marines to assist?