Looks like you guys misplaced a Skrull somewhere
Okay, the Skrulls have been thrashed and intimidated (the Thing is violent and pretty scary at this time) and they are sitting meekly on the floor. But what good is tying them up with ropes going to do, Reed? They can change shape, remember. If you're not going to stay there and guard them, tying up Skrulls is about as effective as drawing a line on the floor and telling them not to cross it.
Way back in FANTASTIC FOUR# 2, January 1962 (thousands of years ago), our heroes (still in civilian clothes and not really full super-heroes as such yet) found themselves on the run from the US Army because four shape-changing aliens called Skrulls impersonated them and committed various pointless acts of vandalism. The Fantastic Four took this personally and whaled the tar out of the little green men from outer space. Then Reed got one of his many brilliant if dubious schemes, the four of them would impersonate the impersonators (which is only fair) and scare off the Skrull invasion fleet with tales of Earth's invincible defenses (for evidence he produced panels clipped from Marvel's comics STRANGE TALES and JOURNEY INTO MYSTERY, winning the 1962 "Oh Come ON!" Award. But the Skrull commander is remarkably gullible (or maybe looking for an excuse not to invade Earth) and he turns his UFOs for home.
The Fantastic Four lead the wary police to that apartment and, as soon as they open the door, out pop the Skrulls. I don't know why they suddenly decided to make a run for it, maybe they got themselves worked up over rumors about what happens to Extraterrestrials sent to Area 51. And the Fantastic Four quickly smack them around again.
Wait, why are there only three of them? And what is this about the fourth one being on his way to his own galaxy with the invasion fleet? Reed, you liar, we saw you and your team go to the Skrull ship and then saw the fleet take off, with no sign of the fourth captive Skrull. So what's the deal? Well, the mundane explanation is that Jack Kirby got caught up in finishing this story so he could get started on the first Hulk tale or the next Rawhide Kid two-parter or the return of Fin Fang Foom or whatever (he was a busy artist). So he overlooked the fourth Skrull and only drew three Skrulls for the same reason he often drew a costume differently from one page to the next or pencilled in Alicia doing something only a sighted person could... he was immensely talented but not always consistent. Stan likely noticed this when writing the dialogue and thought, "Drat," and added Reed's offhanded explanation.
The most obvious theory is that one of the captive Skrulls said, "The heck with this and turned into a bug and crawled out under the door. Reed might realize this but not wanting to admit that there is now a dangerous shape-changing alien running around free, makes up this explanation that the shell-shocked police chief numbly accepts. And years later, this gives Roy Thomas a springboard for his own story in the Kree-Skrull War.
Another and slightly darker explanation stems from the fact that the Thing was a sullen, violent character in those early issues, always ready to go on a rampage like the monster he saw himself as. The others were always worried what they could do if he really snapped. Well, suppose the Thing is struggling with a Skrull and bends the alien's neck a little too far and too fast for shape changing powers to cope with. Whoops. One less alien invader to worry about, I'm sure Reed would make the best of it by performing an autopsy and saving lots of samples.