They a secretive group who murders people from the shadows.
They're not trained, and have no business taking out a whole company of Unsullied.
Having a full scale battle with the Unsullied like that isn't what they would/should be doing, much less winning it.
And that's going to leave a trail of dead SotH that can be identified. Which you know... defeats the purpose of having the masks and shit in the first place.