Would Rotzinger call the plane back or have them arrested in Martinique?

Throughout the film there are a few moments where Rotzinger too expresses his annoyance at the nature of the city. One of those moments is when he laments that old building is being torn down or renovated for the hotel project. This is directly after the bank employee tells him the shareholders might go hard on him and use him as a scapegoat, he álso expresses annoyance here.

I think these scenes were shot not just to give him some sort of character instead of being a flat cop character, but to establish that he is like Grimm. Through his phone calls with Grimm I guess he realizes Grimm is also annoyed with New York.

So personally I think that after he realizes it was Grimm, Loomis and Phyllis on the airplane, he probably ultimately decided to let them go. He got a big break with finally arresting Lombino, and he knows Grimm did too by stealing the money and flying to Martinique. As for the fact that Grimm broke laws and stole money, he could rationalize this because he doesn't care about the bank. The scene I mentioned where the employee tells him about the shareholder's plans establishes this.