Willow asked them to yes, but I remember they also used the argument of her being from that other world (unless I remember that wrong). But in the case of Glory, wasn't Glory kicked out of her dimension by more powerful Gods than her? Sending her back there wouldn't even be an issue then, as there would be Gods in place to take care of her. And even if not, if no one on Buffy's plane had managed to stop Glory, all the multiverse would have been destroyed. It would have been far better for the monks to use their insane powers to open a portal to Glory's home and send her back there.