The Enemy From The West.

This is a very important moment for him. A lot of people are watching this currently. Whatever he does will define his image for a very long time. If he is to rally people behind his banner when the era of conquest comes, then he can't show any weakness. It will not do for the child of the plane to be seen running for his life.

The second reason he is not running is the golems. The pyramid will turn into golems once he leaves the boundary with the crown. He saw them fight before the justice nutjobs returned the crown to them and he has to admit that they are very powerful. Their defense is ridiculously strong. A powerful attack is needed to deal any damage to them. The justice nutjobs were able to kill the golems and earn good weapons from them due to their powerful divine ability.