Soul Society still considers them a threat because they may still attack human souls. They do not only attack each other, as seen by the fact that a Gillian attacked the Human World early in Bleach-when Uryu and Ichigo were having their fight. Also, if a hollow has reached Gillian status, then it is easier to purify them before they become stronger and more intelligent. Although it has not been stated directly in the manga (to my knowledge), during Yammy and Ulquiorra's first trip to the Human World, Yammy commented that the human souls did not taste good, to which Ulquiorra responded that it was because they are weak in power. It is possible Gillian and up mostly attack each other because they are strong enough to taste good.