I'd wager dollars to donuts this is a "You'll beat the rap but you won't beat the ride" intimidation tactic: the FBI knows it doesn't have a case, but they don't need to have a case to handcuff the judge and throw them in jail for a few days. That intimidation and use of force against the judicial branch is the end in itself.
Donuts at the local grocery store are $7/dozen. If you're somewhere with generally higher prices, this bet might not be as lopsided as it's traditionally meant to be.
I don't think you understood my point: there's no undoing the arrest, which was the only real goal here. The administration is publicly demonstrating that it can perform wrongful arrests of judges with impunity. They don't care if they get released later.