I love Peaky Blinders, too!
You know I never really understood that plot point either. I don't understand why they didn't show the rest of Tommy's conversation with them. We know they blew up the pub, (although later Tommy tells Alfie that he blew up his own pub for the insurance), we know that Tommy has been "chosen" for a job by them and then they cut to Tommy leaving and being furious. The murder is then used by Major Campbell (who says he has witnesses and could get Tommy hung) to get him to carry out the murder of that guy at the Derby.
There are a lot of holes in Peaky Blinders. But I do still love it. To bad we have to wait for seemingly decades for the next six installments.