It was true that handing those bandits over would allow them to earn a sizable bounty, but it would also mean that they would have to hand over what they had looted from the bandits. No matter how much the bounty was, it was likely only to be forty to fifty Divine Coins.
That wouldn't even hold a candle to what they had snatched directly from the bandits.
After assimilating Streak of Grey's storage ring, Zhang Xuan found more than 400 Divine Coins inside, which meant that he had just earned around 600 Divine Coins from them. This was still excluding the pills, medicinal herbs, and weapons that they had collected.
Streak of Grey must have done quite a lot of bad things over the years, or else there was no way he would have been able to accumulate such wealth.