You have to feel for those men.. banged up for 25 years, in a horrible place.- for doing nothing. Your question about Cornelius is a good one. I only know what the WT said..
Sept 1st WT 1986
”Some may ask, ‘What of Cornelius, the centurion, and Sergius Paulus, the army-backed proconsul in Cyprus? Were not these men associated with the military?’ Yes, at the time they accepted the Christian message. The Scriptures, though, do not tell us what Cornelius and others did after their conversion. No doubt Sergius Paulus, who was an intelligent man and “astounded at the teaching of Jehovah,” would soon scrutinize his secular position in the light of his newfound faith and make a proper decision. Cornelius would have done likewise. (Acts 10:1, 2, 44-48; 13:7, 12) There is no record that the disciples told them what action they must take. They could see that from their own study of God’s Word.“