Liao Jie dared to bring people to Tan-skinned City, he must have figured out the situation there. He knew Cong Yu was a key figure, not the strongest in Tan-skinned City, but the spiritual adhesive for the Tan-skinned City dwellers. Without him, so many players wouldn't have stayed in Tan-skinned City.
So other people running away doesn't matter, but he absolutely wouldn't let Cong Yu go.
Obviously, Cong Yu also understood this, so he told his companions to leave first, while he stayed behind to distract Liao Jie and the others. At least until Liao Jie catches or kills him, they wouldn't return to the building to deal with those children and injured players; and his companions who entered the game have time to return to Zone 013.
Cong Yu wasn't seriously injured, but his escape under the attack of several players was very difficult, during which he was wounded many times, twice nearly dying from Liao Jie's props.
