Beldar saved more than his family relationships at the end...
As we've seen through the skits, the cartoon special, and the movie, the Coneheads are arrogant idiots. The constant phrase "your weapons are useless against us" is just not true.
Beldar was shot down by a 1970s F-16 firing a single missle at the beginning of this film. The invasion (some 16 years later or so, depending on how fast Connie aged) was going to face even more advanced equipment.
It is true that with the 'cloaking device' on, the humans could not lock on and attack the ships. However, if Conehead technology is like any other sci-fi technology in other sci-fi universes, they would not be able to attack while cloaked.
In short, Beldar's attack force, taking on the combined forces of Planet Earth (even in 1993) would have been slaughtered. Oh, I'm sure they would have done quite a bit of damage, but they would have been defeated.
We will never know if Beldar thought of this or if this was just to get their life on Earth back. In any event, he also saved the Cones of the invasion fleet!