Honestly, I think it was pretty smart of them to set Garlemald aflame before we got there. If it were a straight-up assault on the Imperial capital, it would be... well, basically Stormblood 2 both in terms of structure and likely enemies. I hope you enjoyed inspiring oppressed citizens, and fighting infantry and tanks in city streets and palaces, because that's basically all that it'd be, just in winter this time.
But turning up to Garlemald after it's already been blasted? Story-wise, that expected framework is out the window, allowing them to both play on our expectations ('it turns out they would rather die than accept our help' was one of my favorite parts of Endwalker) and build up something new in its place. In terms of enemies, you've still got the infantry and tanks, but surrounded by a very different vibe and accompanied by a greater diversity thanks to the experiments and results of the Telophoroi. And aesthetically, blowing the place up let them base an entire zone on wartime destruction, particularly borrowing from the Battle of Stalingrad. And even the developers knew that; in the Famitsu interview it was confirmed that even when an all-Garlemald expansion was on the cards, it was still going to end in the Tower of Babil and Anima. We were never going to march on the capital.
...that said, yeah, I do want a quest or two around the Garlean embassy. They're admittedly in a weird spot--if we want to have a political meeting with Garleans we can just go to Garlemald--but I'd still like to check on them, see what's up.
EDIT: Also, for the majority of players who see the WoL as a hero, it's way better to turn up as essentially a liberation mission rather than an invading force. War is ugly, and when you hit 'invading the capital' nobody's coming out clean. The approach they took let them explore the social dynamic of that while still being largely sound to internal morals.
In fact, Lucia's only really known as a traitor to officials thanks to originally being a spy, she kinda doesn't exist outside of those channels. And Maxima isn't even a traitor, he's just a diplomat; sure it's a little weird he turned up with the people he did, but in the eyes of Garlemald he has committed zero actual crimes. Hell, he's the one guy with the Ilsabard Contingent who's actually supposed to be there!