The best thing to do is just go in fighting them seriously, I think. A captured Third Party cultist might be more likely to talk things out with everyone if he or she had been away from the rest of the Third Party for a couple of months...but as a group? No. They're crazy and they need to go down so that they don't hurt people who can't protect themselves.

[It's that last part that makes her resolved to fight. She's not an experienced warrior like Thor or her father, but she can protect herself much better than some.]