I think it's a case of 'a bird in the hand is worth two in the bush' here - because the Fyreslayers have been paid in Ur-gold on-time several times before, the fact that they don't get their next payment when it's due then makes them suspicious - for all they know the Freeguild and Sigmarines could have just decided to betray them and withheld all the remaining Ur-Gold for themselves or take advantage of their loyalty, rather than paying up again as agreed - as far as I can see the humans and Sigmarines made no effort to actively show the Fyreslayers that there was no Ur-Gold left in the city's vaults, so the Fyreslayers only have the word of fallible humans to go on. When the Nighthaunt then show up and offer a bigger pile of Ur-Gold right in front of them with no questions asked, the Fyreslayers then believe that it is only right to claim the larger amount right in front of them rather than risk being taken advantage of by these weakling humans for a significantly lower amount. However, it is only because the Nighthaunt came prepared with that extra big pile of Ur-Gold that prompted the Fyreslayers to change sides - they're not like Skaven who will just backstab an ally to elevate their own position or preserve their own lives, these are fragments of Grimnir, the long-lost Dwarf god of war that we're talking about here - every piece they can get releases a bit more of Grimnir's essence back into the Realms, and if they were to find them all, Grimnir would return. Sure, it's not behaviour that Fantasy Dwarfs would have approved of, but Fyreslayers aren't easily bought. Also it depends on the Lodge - some like Greyfyrd are more mercenary than others like Vostarg.
although the principal idea behind it, especially taking into account their religion, is understandable there's a couple of issues here that make it very questionable especially in this particular case All it took was 1 delayed payment to undo years of cooperation and trust. That's a bit extreme. It's sadly unspecified how long the delay was, but it is at least made clear that that last battle was recent. So it's not like they've been waiting for their gold for years or even months. At least give the humans time for a second caravan to actually be send… The fyreslayers did nothing in response to the claims that the caravans with ur-gold were being attacked by Nagash. It might just be that there isn't enough space in the short story, but in all honesty I would've expected the caravans to be guarded by fyreslayers to begin with to stop any potential doublecrossing. And that if caravans with payment mysteriously start dissappearing they'l definitly start guarding them. Being bribed by the guy who literally just attacked you, and killed your friends (not to mention countless other friends over the course of centuries) in the middle of a giant siege you're in, not because you were paid to fight but because you're caught in the crossfire and have no choice but to defend yourself, is a bit weird. You'd think all those dead fyreslayers would create a debt/grudge that first needs to be settled before you'd agree to work for them. And bear in mind, he didn't offer any ur-gold to make up for the fyreslayers that were just killed in this siege. It was purely to step out of the way. Why in the world did they proceed to continue help the nighthaunt after letting them in? They didn't even ask for the fyreslayers to do that. And not only did they help the nighthaunt achieve a beachhead to enter the city, they continued to push deeper and deeper into the city until eventually reinforcements showed up and they were ultimatly crushed with the few remaining survivors taking slayer oaths in shame. This fits far more with religious zealouts who'd do anything to restore their god than it does with mercenaries who need to Ensure they'l still have a job tomorow (and not get hung for betraying their patrons..). Noone in their right mind would hire religious zealouts as mercenaries for any important task if all that's needed to bribe em is someone showing up with a bigger pile of shiny artifacts. I would've understood it if they'd been bribed before the siege and simply didn't participate, giving the nighthaunt free passage through their lands or possibly even joining them if the bribe was absolutly massive. But mid-battle, after suffering considerably losses, by an enemy they should hold a massive grudge towards and simply by giving them a bigger pile of ur-gold than the other guy owes them makes them completly untrustworthy as mercenaries. It's not even like the nighthaunt gave them something special. It was literally just a bigger pile. It just seems absurdly easy to buy their loyalty and equally easy to lose their trust. They're only barely more trustworthy than skaven like this as at least they'l only betray you for ur-gold unlike the skaven who'l betray you for literally anything and everything.