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Because its a pain, i dont remember if any details on the moon were ever givin like size and distance from the planet but i know getting an explosive large enough there wouldnt be simple. and thats before whatever defenses used to protect and monitor space around said moon since there are known spacefaring aliens here. Finally i think they lost whatever spacefaring tech they had and never bothered restarting space programs. Might be wrong there but i could see it.
Only running off is counter productive as he already stated. The zombies were being lead and cut iff all escape so only he might survive if he ran off which is seriously suspicious. Turned out he was the target so he probably woUld have been hunted down too. Not saying hes heartless but his main motives were his own preservation.