User blog comment:Miskos3/Fairy Tail 531: Pegasus vs. Black Dragon/@comment-25111584-20170415053108/@comment-7418318-20170415081754

Jellal outright said the answer to your question in the chapter: They have no other choice.

Jellal tried to destroy Acnologia and all it did was giving Acno a tasty meal. He's all out of ideas on how to battle this monster and can't come up with anything that has even a remote hope for success... so what good will it do to distrust Anna?

At best it won't do anything, at worst it could have caused a viable plan to fail.