I'm pretty sure their immediate goals are to bunker down and survive in some place they've turned into a fortress. So basically, their plan is to copy North Korea's strategy for dealing with encirclement and an active siege, just somewhere with no land borders and without all the material and ideological policies that keep the populace committed to the cause even in the face of hardship.

That last bit's the big one: these oligarchs want to maintain their personal opulence and power, which means extracting massive amounts of wealth from a comparatively smaller population that's also right on their doorsteps, with much fewer raw resources on hand to process and without the flow of resources and goods from subjugated colonies outside the imperial core. The only way to maintain power like that is through constant terrorism from a warrior class, and they'd basically have to import their own army with no ties to the local population if they're going to be setting up an old fashioned colonial state somewhere that's currently part of the imperial core. They want to turn places like New Zealand into the fantastical image the western media paints about North Korea, and it'll end up looking like Apartheid South Africa but with imported PMC mercs doing the massacres and evictions.