4 million divinity is small compared to what they can get in one year of hunting, but they don't want to give up on free divinity. Besides, losing the top spot means they are not the strongest in that aspect anymore. They can't have that.
Not after the 3 million divinity helped them with their need to upgrade their weapons. Admittedly they don't need as much divinity as they needed before now that they have figured out how to upgrade their weapons with titan crystals.
That is why they only chose 3 heroes instead of using all 5 titan crystals they had and the free opportunity for a hero that they earned by being part of the first 100 godlings in the Northern Domain. They put aside the other four divine crystals to enhance their weapons.
They have earned a lot apart from the 3 million divinity from Gemmis. They also got access to domain quests. Plus they got to steal from others and were also paid the 5 domains that Feathered Serpent owed them.