This is one of those moves that always gets me in XG. Here, since I was significantly ahead in the race and white didn't have a board yet, I assumed the correct play was to just keep attacking the blots on 18 and 16. I figured I could get at least one (if not both) of my attacking checkers to safety on the next roll after white entered. XG called this a blunder and said I should just secure my 4 point.

There is obviously a lot of merit to securing my 4 point, but I have trouble making that decision in game. Why exactly do I want to build here instead of attack? Is it because white actually improves his position in my home board by adding two more checkers? Not sure.

Black has no attack because of his weak board and white's strong anchor position. Hence positional play is more important, and this is a great opportunity to unstack the 6 point.

I wouldn't really say White improves his position by getting two more checkers back. It's both a plus and a minus for White. Mostly a minus, I'd say. But making the 4 point is a super clear plus for Black.

What is the end goal of the attack?

* Blitzing? Not when white has two anchors.
* Catch up in the race? You're way ahead, so this doesn't apply.
* Tempo? You can definitely stop him from making a point in the next turn, but how big of a threat are those points if he does make them? Not that significant. The bar point isn't going to prime you in, the 4 point is behind your anchor, and the other point is just kind of meh.

So the gain from hitting is very small.

Yep, same thing for priming, can't do it against those 2 anchors.