The Doctor answers this himself, in his speech to the Teller, which comes just after the flashback showing who set up the job:
Did you see why we came? Why we’re here? We had to delete our own memories: otherwise you’d have known, and then she’d have known, because you were mentally linked! But she’s gone now; they’ve all gone. They have no power over you now, and you can do exactly what you want to do. Exactly what you’ve always wanted to do!
The specifics of the mental link aren’t really discussed, but there is precedent for it in the episode: when the Teller confronts the suspect on the bank floor, Miss Delphos seems to know what the Teller does without it saying anything aloud.
Once Karabraxos realised what was going on, they’d never get as far as her private vault. Even if the Teller wouldn’t soup-ify them, there are plenty of other ways to kill them. Until the solar storm hits, she expects her bank to keep on going, so why would she free the Tellers?