Remember Agrippa went along with this, but Grey doesn’t know that. Agrippa trusted that Grey would survive and try to rescue him, IMO.

talos may be posturing to prevent his sister from trying to come along for the rescue mission, which sounds far more dangerous than the hired thugs who are likely guarding the ship. plus, he’s azatoth, yeah?

In defence of Talos he is more than likely filled with self-hatred (“This is all my fault, this would have never happened if I hadn’t asked Agrippa to come here”), and shame (“They took him away and I just stood there! Like an coward!”) right now. So if you ask me he acts very realisticly in this scene.