I figured that was going to be the case, but still Malkus would want to explore to see if there are any hiding spots. Considering that he's in hostile territory and it's raining pretty hard, he wouldn't be too surprised if more orcs showed up to take shelter in the cave. And if that happens, he wants to be as far away as he can, even if that just means he's hiding somewhere in the dark. And even if there isn't going to be any orcs, it'd still be in his character to go in deeper cause he needs to answer the call of the wild.