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The force at Thermopylai was only a small delaying force, so their presence was not required. They had earlier joined with the Spartans at the Tempe Pass in northern Greece, but abandoned it when it was outflanked inland.
Yes, the Athenians burnt Sardis the Persian provincial capital of Asia Minor in support of a revolt by the Greek cities in Asia Minor. This brought the 490 BCE Persian retaliation against it, which they turned back at Marathon. This then made Persia decide that the only way to keep the mainland Greeks quiet was to incorporate them in its empire and instal tyrants friendly to Persia in the cities, which brought on the full scale invasion in 480 BCE.