while it may sound funny, a possible intention could be
if both parties had any associations as the public/the media is accusing, they wouldn't want anyone to know. so they gotta deny it. Dahn World took the 1st step.
however
if both really have no any kinds of association, it won't harm Dahn World to initiate an official denial to any accusations from the public/the media. the denial might actually help/improve their image or stop the people from thinking of Dahn World as a pseudo-religious cult.
One way or another, the public may or may never know the truth behind it even if a verdict may come out officially. the audience may just sit back and relax as watching the whole confrontation like a Kdrama hit.
Funny how the cult was the one that said they didn't want anything to do with the other side.