Given the circumstances, escaping was not an option. Wang Tie didn't think he could evade the watchful eye of the world's No. 1. All he could do was go offline.
But that didn't turn the tide in his favor, so Wang Tie wouldn't just bail like that. Leaving would just leave too many questions unanswered and aggravate the standoff. He had indeed gone undercover to unravel the mystery behind the world's No. 1, but he hadn't done anything to harm the team. He would do all he could to ease the tension. Who knows—he might end up making some progress. He was in a game, after all; the worst-case scenario was getting shot dead. He could always get online another time or even log in with a new account.
But for someone who prided himself on his skills of disguise, it was a major blow to have his cover blown. Otherwise he would have been able to take things in stride when he'd been identified.