Micah went straight away from both Pride's Mansion and Vanitapolis. If he cut too close to the Mansion, he would risk getting Pride, Hugo, and the others caught up before they were prepared or could handle it. And if he strayed near the town, he would make it easy for Gunnel and Hekkal to make use of the rest of the Hungry Hogs Corps to catch up to and capture him.
But he also couldn't just continue straight ahead forever. Based on what Hakkel had said and what Micah had deduced from the Hungry Hogs' behavior. It would be far from easy to escape Vanitapolis and Pride's Domain.
So, even if he tried, he would be stopped before escaping.
Not to mention how he couldn't abandon his post. Even if he somehow managed to escape Baron Stramphzod's troops and established himself somewhere else, he would never be able to get help in time. And alerting others would only stir the pot.