Kakuya will get bored if we all die in one fell swoop, which is what will happen if we unleash all the monsters at once. So, if we do that, she'll be forced to at least put us somewhere out of direct reach of the monsters while she deals with containing them.

Then again, she might decide watching us getting hunted down one by one is just as fun as our detective game, but that still gives us time to move freely while she's distracted.