There are two downsides that should logically occur to you with taking the gear and just leaving:
1) If you leave without the making sure you have the right data, you are basically boned for the job. No way all this stuff doesn't get back to Bacchus and whoever this Steve guy is, they will have to figure that the Christy Daee is the reason for all this and will go to ground out of your reach or just blow the lid off it. Either way, you will have failed.
2) This is probably a minor point for some of your characters but for others it may not be. You remove this stuff and, legally, you have basically let the those two off the hook for all the creepy shit they have going here. Right now, if you can find Christy's file and leave the rest, those guys will go down in a big way, and the folks (at least the girls) downstairs will make sure that happens, you can figure.