Sending the spies back instead of keeping and torturing them generally makes the most sense because you can get more in return for sending them back than torturing them. If you torture them what do you get? Sadistic satisfaction and maybe some useless information about their intentions and some of their colleagues, etc. You also get even worse relations with the US government which might escalate in a generally destructive way. Your own spies in the US might be tortured in retribution, or the US might release some dirt on the Spanish government to punish them, might tell the world that Spain tortures spies to harm the global perception of Spain, etc.

But if you send them back unharmed, you instead get the cooperation of the US government in the investigation, a public apology from them which is good for public sentiment, and maybe various other concessions behind the scenes.