While the attack on the slave caravans can be done with no discretion, doing so towards the slave traders inside any settlements, unless it is a village, is considered suicidal behavior.
After all, the guards, while have no magic, would overwhelm them in a short time, as the witches need to split up their forces to free every single witch without the Duchy realizing something is wrong.
However, besides the need for secrecy, the witches assigned to attack the settlements are stronger and have more experience, and unlike the capital which is engulfed in fire, the settlements are relatively quite and calm, not knowing they housing enslaved witches, allowing the witch to do a quick and stealthy strike, with the help of several small assistance of course.
-x-