Most likely Vader having the Princess and Chewie in his custody was a safty net of sorts in case Luke failed to take the bait at Cloud City. There is always the ransom factor to consider. The princess being situated as she was within the rebellion would be far too tempting a hostage for anyone to resist. Chewie was just a bonus. Vader must have known that Luke would have gone after them or would have surrendered himself for them.
That's the only thing I can figure anyway.
Or perhaps this was one of the events Lucas put in to show what Luke felt when he said "... there is still good left in him."