I thought that was interesting, and I had two theories on it:
1. The ballet told him it was OK to audition--that they would consider releasing him from his contract if he made it to the top 20. "Consider" being the key word. By refusing to release him, he returns to the ballet, and all these people who saw him on TV that might not previously have bought tickets to the ballet are suddenly interested in attending.
2. His contract is up very soon, and it was a setup to bring him back in the fall cast. The same could be true of Natalie.
This is the first time they are broadcasting SYTYCD in the fall and they may be hoping to bring back some fan favorites from this audition round to convince the summer viewers to pick the show up again in the fall instead of whatever they'd normally be watching at that time of year.