Minecraft wiki entry for Defeating_a_pillager_outpost, associated text: You can just leave. Pillagers (including captains) eventually respawn.
You can use it in a raid farm, to deliberately get the Bad Omen effect to spawn raids to attack a village you have built as a trap, and collect the loot from raids.
You can strip the outpost of its resources: it has cobblestone, which is a useful general use item. It has dark oak wood, birch planks, and eight ominous/illager banners, which are rare. If it is overgrown, there are mossy cobblestone materials.
You can burn it down. Many players do this with woodland mansions; this is a similar situation.
You can turn it into a base. Make sure you pacify the outpost first. To do this, you need to remove all grass/sand blocks in the area, and light the place up to prevent pillager spawns. If you are on PvP, the pillagers can be used as defense against enemy players.