Conduction electrons coupled to a mesoscopic superconducting island hosting Majorana bound states have been shown to display a topological Kondo effect with robust non-Fermi liquid correlations. With $M$ bound states coupled to $M$ leads, this is an SO($M$) Kondo problem, with the asymptotic high and low energy theories known from bosonization and conformal field theory studies. Here we complement these approaches by analyzing the Bethe ansatz equations describing the exact solution of these models at all energy scales. We apply our findings to obtain nonperturbative results on the thermodynamics of $Mrightarrow M-2$ crossovers induced by tunnel couplings between adjacent Majorana bound states.