If they were actually smuggling, they were not smuggling just for themselves. Obviously they are just doing errands for some kind of criminal organization. And

If they were actually smuggling, they were not smuggling just for themselves. Obviously they are just doing errands for some kind of criminal organization. And they just lost a lot of expensive stuff that belongs to that criminal organization. When they go back and higher ups will know about it, these two lasses are basically dead. So they created this story and tried to get as much attention as possible, hoping that it will help them avoid the imminent punishment.