There is still a lot he doesn't know about the dungeon to make such a commitment. So he focused on what he can do.
He made his fourth gate and returned to the battlefield. He was getting stronger and stronger but only slowly. The gates need time to accumulate momentum. They aren't for instant power-ups. He can choose to sacrifice his first one to enter a godly state of power that even mana entities won't be able to stand against him but he will lose that gate forever.
Instead, he is using the gates to empower himself gradually. What's worse is that the energy he needed for each consecutive one increased exponentially. He needs to struggle more and more to get the required energy.
He just stayed around the exit of the tunnel and killed the soldiers there. It was a decision he made when he realized that the dungeon will heal damage to itself by reverting changes to its constructs and environment. It's probably a defense mechanism to prevent itself from being destroyed.
