German destroyers threatened the British cruisers as their heavy ships withdrew into poor visibility. Burnett had reason to respect their torpedoes because losing his cruisers would leave the convoy exposed to another attack. His purpose was to force the Germans far enough away for the merchants to proceed safely. An escort holding a submarine down while a convoy passes serves a similar purpose. Sheffield and Jamaica could then use their speed to regain their protective position, leaving any renewed German pursuit to run into them again. Their movements combined limited shadowing with continued convoy protection.
Notable Point ยท 2:59:01-3:01:16
Why Burnett limited the pursuit
The cruisers drove the Germans away while preserving enough strength and position to stop another attack on the merchants.