My vote: go and get them. First of all, there are plenty of chicks there. I believe they can be tamed with the right amount of defensive violence although the one breast thing is a little scary... Wasn't it that the archers had their left breast cut off and the swords(wom)en got the other one cut of according to the legend? Anyway, the other reason why I capture the settlement is because it's a fun battle (although last time I simply put a line of 4 archers in front of a line of hastati with a line of 4 equites 2 scythian mercs plus general behind that and waited for the archers to do their work for a few minutes until the amazon chariots were gone after around 30-50 own casualties... Third reason is that I usually have an excess of troops when I reach that part of the map in my offensives, and I might as well capture the settlement while I'm at it. Fourth reason is that I like to eliminate all fronts (although in this case the Amazons never come south to threaten any other settlements anyway so I probably do it just because it's become a habit...).