Here's why Gilead refuses to help the Waterfords on The Handmaid's Tale. During season 3, the dystopian series laid the groundwork for the couple to finally pay the price for the crimes they committed in Gilead. Throughout season 4, their ever-changing legal strategies have been murky at best and, at worst, completely befuddling. Further complicating matters were June's escape from Gilead and Mark Tuello's efforts to manipulate everyone involved to achieve an unforeseen outcome, and his ace in the hole turned out to be the very country he's trying to take down.
Fred was content to keep his mouth shut and wait for Gilead to come to his aid. However, his wife's pregnancy and June's arrival in Canada forced him to take a different tack. He offered to recant his testimony against Serena, claiming it was best for their child, and questioned why she wouldn't do the same. So she publically resumed her role as the dutiful wife which, in the series' most horrific twist, garners them Canadian supporters. Serena seemed to be playing all sides, using her pregnancy to manipulate Fred, riding on his coattails if he went free, but still making side deals and planning a defense that painted her as a victim of Gilead's oppressive patriarchy: a story hard to sell after their affectionate public display. Yes, Serena had immunity, but that was before Fred revealed to Tuello that Serena was far from innocent. Even though Fred recanted his allegations, Rita's and June's testimony could still have resulted in Serena being convicted of her crimes. It's important to note that Fred's freedom was confirmed but not Serena's.
A fan theory that Gilead would trade the Waterfords for June gained traction, but season 4, episode 9, "Progress," disproved it. Fred and Serena finally learned where they stand with the totalitarian regime after receiving a visit from their "friends," the Putnams. Commander Warren Putnam informed Fred there would be no negotiations made on his behalf because it would set a bad precedent. Putnam's not-so-subtle message was Fred is dispensable. There's reason to suspect Commander Lawrence is behind this move, and it's part of his plan to either dismantle Gilead from the inside or at least shake things up. Fred's inability to control his wife and her role in his incarceration likely don't sit well with the other Commanders, whose power remains rooted in subjugating women. Putnam's assertion that rescuing Fred could lead to other kidnappings lacks logic. Fred wasn't kidnapped, and if taking people from Gilead was an easy feat, why wouldn't Americans in areas not under Gilead's control have been doing it all along?
During the season 4 premiere, Commander Joseph Lawrence urged the Council to respond to recent setbacks in a way that would raise Gilead's standing in the eyes of the rest of the world, and they resisted. However, Putnam's visit revealed that things in Gilead are changing. Letting Canada keep the 86 children June rescued and abandoning the Waterfords were diplomatic responses from a country that generally views negotiating as weak (and likely still does). Gilead has a strong military, but it is poor, and while the Council isn't big on making concessions, it's become necessary for Gilead to survive and even thrive, striking a blow to the American government-in-exile that, according to Commander Lawrence, "doesn't have a pot to piss in." The looming question remains the enigmatic Commander's endgame. Is he really trying to save Gilead or destroy it to atone for his sins by handing over a powerful asset?
Gilead is interested in helping one Waterford - Serena's unborn child. The country is eager to bring Serena and Fred's child back to Gilead. Obviously, Tuello knew the outcome of this visit would cause Fred to rethink his fealty to Gilead, and now he has the allegiance of someone he views more valuable than June and the other women brutalized by Fred. Tuello's biggest mistake is believing June, who is determined to get revenge on Fred, would allow him walk away a free man even if her actions benefit Gilead on The Handmaid's Tale.