It's more that BOTH went back that is galling, because it leaves the other teams under no illusions what Sky's plan is, and neuters the duo as plan B options if Wiggins falters further. Tactically it would have made more sense to make one domestique and the other stay up front. Sure, the call could be wrong (remembering Movistar sending Intxausti back for Valverde on Valdezcaray when Sky proved beyond a shadow of a doubt that they are humongous hypocrites, leaving Cobo in the lead group) but Urán or Henao are good enough to be competitive enough in the mountains that they can attack and others will need to chase, giving Sky an alternative tactic to the "set up train, bludgeon everyone riding at 5,99W/kg" method. When Valverde got caught up behind a split in Cantabria in 2008, Caisse had three or four guys in the front group. They sent everybody back to assist Valverde... except Purito. He was high enough on GC that he got to ride his own race for once.
Similar indeed, only Basso lost even more time. Of course that also factored in that the domestique constantly dropping back to help was a GT contender in his own right!