Only Eru knows what will unfold through time, the Valar do not, so they couldn't 'know' what lay in store for Gandalf and how important he would prove to be. They could have particular care for him and wish to intervene and save him, that's the extent of it. Eru, however, could intervene and warn them to be prepared to save Gandalf, being omnipotent.
My own take though is that the Valar and Eagles were simply watching over the band of travellers and ready to come in with their deus ex machina
