Their main focus was on the smelting and forging capabilities of the Grey Dwarf City, and such a city would inevitably have massive elemental reactors and the like. These devices are not only exceptionally precise but also contain immense energy.
They must prevent the enemy from acting in desperation. If the enemy realizes they can't hold the city and refuses to let it fall into enemy hands, they might directly destroy such devices.
If it's merely destruction, it's not much of a problem. At most, they would lose the smelting and forging city they haven't acquired yet. But if a massive explosion occurs,
the result would be catastrophic.
Don't forget their Colossus City is situated directly above.
They must also prevent another possibility: the city might have portals or teleportation arrays built within.
If the opposing side has the capability to teleport large forces directly into the Grey Dwarf City, their tactic of besieging strategic points would become a joke.