It was important that he was comfortable with a weapon that he knew, a blade he felt comfortable with. Especially considering he was going to face the unknown. Besides, considering the fact that this was their first battle, they had to be prepared for everything.
Additionally, considering it was their first battle against something that wasn't human, it would also be the most important one. This fight decided and confirmed or denied certain thoughts and theories they had regarding monsters.
As mentioned earlier, this was the reason why they couldn't gun down or blast away the hobgoblin. Sending Luke and Hector had a purpose that was deeper than just what was on the surface. Sure, they were the only ones capable of potentially taking on the creature, but at the same time, they were the only ones who could answer questions that no one had answers to. Questions that could give them an edge in the future. Especially against beings stronger than a hobgoblin.