I think perhaps the "evil vibes" defense were enough. They left, didn't they? You do not need to shoot a housefly with a shotgun, even if you have one handy.
Alfred likes a purpose. Plus... maybe he feels good about adding inmates. Under Harry he got to add Ethniu, and at least temporarily Thomas. Maybe he can't jail people without orders, and he is reluctant to blow them away.
Plus, didn't we hear about a failsafe? I have to assume Merlin puts one in. I would.
Alfred is a completist, and Harry got him the Last Titan, now if he could just get that last pesky Naagloshii….
Alfred was stalemated in Cold Days because of the limitation he was acting under, he couldn’t bring his full power to bear.
Mab I think survived because of her tie to the Warden. Without the Warden also having the Winter Knight Mantle (which he had to voluntarily assume) Mab would likely be having to reconstitute herself, she presented as a ally of the Warden because of it. That gave Alfred more leeway than with an hostile or neutral. Even so, Mab was not sure how far she could go, and Harry could revoke that status at any time.