Running was an option, but that would mean he would have to leave behind all the beast cores that he had gathered as he was unsure whether they would enter the Shadow Form with him.
However, when he thought about it, the previous times that he entered his Shadow Form, his clothes would enter with him and he would leave with his clothes still on.
That meant that if he focused enough it should be possible to take objects with him into his Shadow Form, but as for Kong and other living creatures, it was too risky.
It was also risky for him to try and take beast cores into his Shadow Form as they weren't in direct contact with him and also contained energy, which were two factors that Damian was unsure about.
No matter what, Damian wasn't going to give up or leave behind Kong or the beast cores behind so his only option was to fight.