Murray successfully snatched the Clockwerk wings from the ballroom, but he still needs to make it out of the palace, and Rajan's guards are determined to stop him from getting away. Bentley must use his RC chopper to protect Murray from the goons while he gets the Clockwerk Wings out of the palace.
Protect Murray while he carries out the Clockwerk wings. If the guards spot him...he's finished!
— In-game description
Bentley protected Murray as he escaped from the palace carrying the Clockwerk Wings, using his RC Chopper. He bombed guards that approached Murray as he walked through the city until he made it to the van that awaited near the hideout. After Murray got in, the gang escaped from Rajan's palace. Mission, and episode, complete.