One of the major concerns for letting the Vandals loose for some shore leave was that anything could happen to them. For example, someone might attempt to kidnap in order to beat some intelligence out of their mouths. Some drunk Vesians might bump into some drunk Vandals and come to blows with each other. Some Vandals might even be bribed into becoming a spy or a turncoat.
All manner of dangerous outcomes may become possible if the Vandals enjoyed free reign in the Harkensen System.
This wasn't the first time they were being let loose in a neutral star system. They also knew how to be discreet during times of war. However, the combination of both resulted in a potentially calamitous situation.