Re: The old adage goes a little something like this...
Especially if the zero day is not yours and you bought it.
My (educated) guess would be that they bought the zeroday from Alisa Shevchenko's company or another person/company under an embargo order. Either that or bought it from criminals on the same darknet they were supposed to investigate.
So revealing the zero-day would result in them being in clear violation of a presidential Embargo order - trading with a prohibited person/company or trading with criminals.