It’s sweet that Magneto cares about his daughter, but why are the Avengers letting Magneto take Wanda away? It’s not like he’s been a good father to her, not to mention he’s a freaking terrorist bent on mankind’s destruction. He may very well make things worse.
The Avengers were traumatized, so I think they just decided to follow whatever Captain America decided. Which might not have been the best course of action here, since he was clearly the most emotionally shaken of them, and they had no way of knowing if that was I-wanna-be-a-good-person Magneto or I-will-kill-you-all Magneto. On the other hand, Doctor Strange had just told them that she was neutralized as a threat to such a point that she was gone, and they gave her to Magneto like she was already dead and her father had the priority in burying her. I don’t think they imagined she could still be used as a weapon.