Pre-conviction pardons aren't allowed in Missouri. The Governor's authority to grant reprieves, commutations, and pardons is derived from the Constitution of Missouri, article IV, section 7 which provides that the Governor may grant reprieves, commutations and pardons, after conviction, for all offenses except treason and cases of impeachment.
Given the twists and turns of the judicial and political processes, the current Governor may or may not still be Governor, if and when there is a conviction in this case. So the threat to pardon isn't a certainty. This uncertainty (as well as the fact that the Governor could change his mind with changing political winds, for example, post-Capitol riot) is the reason for the defendants to still mount a vigorous defense.
Also, while a pardon removes the legal consequences of a conviction, it can't heal the damage that the defendants suffer to their reputations if they are convicted.
And, a pardon doesn't completely preclude the possibility that they could be prosecuted for a federal civil rights violations notwithstanding the pardon. A pardoned conviction could encourage a federal prosecution post-pardon, while an acquittal, while not a double jeopardy bar, would decrease the likelihood of federal prosecutions to attempt a second attempt at a conviction.
A prosecution sends a message to voters about the prosecutor's stance regarding the rule of law. If a conviction is obtained that symbolically validates the prosecutor's interpretation of the law as applied to the facts with a stamp of approval from a jury of ordinary people in Missouri.
If then the defendants are pardoned, this creates a campaign issue for the DA or anyone else challenging the Governor issuing the pardon in a future election that the Governor does not respect the rule of law, and is not a law and order candidate, at least when right wing white people are involved. Such an attack could be particularly effective if the sentence imposed by the judge following a conviction is a mild one that does not seem unfair or disproportionate. The political cost of actually pardoning someone who has been convicted is greater than the political costs of discouraging a prosecutor from prosecuting someone with a threat that the defendant would be pardoned if convicted.
It also provides cover to the prosecutor is someone ever alleges that his disproportionately prosecutes poor non-white defendants (as almost all prosecutors do) by showing that the prosecutor was willing to prosecute right wing, upper middle class defendants for crimes (realistically never a basis for a successful lawsuit but a potentially potent political attack). This appearance of fair mindedness could bring him future bipartisan political support when seeking re-election or when seeking a future elected or appointed political office (e.g. to show that this prosecutor is even handed when seeking a judicial office).
It also sends a message to other similarly situated white right wing gun rights activists that their conduct will be prosecuted too, if the engage in it, recognizing that they might not have the same favorable press coverage and political allies to pardon them too, since pardons are extraordinary. Nipping future misconduct in the bud with a threat of prosecution made credible by pursuing it even in the fact of a promises pardon could deter future crime.