This is just one of those inconsistency things that bothers you. When all the people were in the Sept of Baelor for the trial and then they sensed something was wrong and then got blown up. Why would the sparrow guards try to prevent everyone from leaving? They were just the audience, they weren't on trial and did not need to be there.
1 Answer
The High Sparrow was arrogant and didn't think there was the possibility she wouldn't show. He was informed she hadn't left the Red Keep so he sent a group of Warrior's Sons to retrieve her, so why have a panic and possibly show weakness by letting everyone leave when she obviously is going to be dragged through the doors any second.
And even if she isn't brought forth she would be tried anyway.
HIGH SPARROW: If the accused is not here, she will be tried regardless. We cannot escape the justice of the gods--
If she wasn't going to show the trial would begin without her, still needing the witnesses and audience. If the trial was postponed it would be showing that Cersei is above the court and can avoid punishment by hiding away, diminishing the power and authority that The High Sparrow has gained.
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2It's probably also worth mentioning just how unreasonable it was to assume Cersei was going to blow up the Sept. First of all, something like that is so morally unconscionable that most people wouldn't ever consider it. But more importantly, since virtually nobody even knew Cersei was making more dragonfire, I don't think anybody believed there was anything in all of Westeros capable of blowing up the Sept. It's unlikely the High Sparrow believed there could be such an urgent need to leave. Commented Jan 14, 2019 at 17:54