The Dire Hammer kills monsters for a living. Old, young, male, and female. Whichever it is, so long as it is not human, they are bound to kill it, and in some cases capture it alive.
It was clear to them that whatever is in the red cocoon before them isn't human. Another thing they also got from it is that it is not something they can easily capture.
As something they knew they couldn't capture, they resorted to using the first option, to take it out before it poses any threats.
"is it dead".
Riley asked, straining his eyes to try and see past the smoke the cocoon had been covered in, a result of their attack.
"no, it's still beating, I can hear it".
Dexter confirmed the cocoon's condition by paying close listening ears to any sound it could have made, and when he had affirmed that it survived their combined attack, he responded to Riley.