It is the hardest thing to grasp and why not everyone is cut out to be a Holy Knight. Yes, they fight evil, yes, they will kill a Denarian if they have to, but they do not go out on seek and destroy missions.. Sanya is clearly willing to, but his background is a bit different than Michael's. Michael has to remind them what their mission as Knights is.
And apparently they don't do rescue missions either, despite the fact that in both Death Masks and Changes they
do do rescue missions. It is an inconsistency, unless there is something else going on. I posit that the 'something else' is Michael's distrust of Harry.
Free will still applies, Michael isn't going to try and rescue Marcone to preventhim from taking up a coin..
Why not? Shiro went to rescue Harry from Nicodemus when he was basically in the same situation as Marcone was--i.e. "take up a coin or else."
Here's an analogy: You know that a bunch of terrorists are going to blow up a bomb in an airport. There are no authorities you can call. Do you:
A) Try to kill/arrest all the terrorists beforehand.
B) Try to evacuate the airport and disarm the bomb, while trying to convince the terrorists to stop being terrorists.
C) Allow the bomb to blow up the airport and kill loads of people, then show up afterwords to help with medical care and triage.
I have no problems with the Knights refusing to go with option A. I
do, however, see an issue with them choosing option C over option B. Even if it's not their job to protect innocents (and I would argue that it
is part of their job, based on what we've seen them do in the books) they can't try to redeem any Denarians if they don't locate Denarians to redeem.