In Goldfinger, 007's Mission was to prove Goldfinger is a criminal and get him behind bars. But midway through the movie, Goldfinger almost killed 007 on the laser table and then kidnaps him and imprisons him.
But the movie makes it clear James Bond could escape at any point he wanted to, by either simply running off or using the GPS tracker to alert Felix.
So why not just escape and have Goldfinger arrested? I'm pretty sure kidnapping people is going to get you a few years.