There was no monster called Lord Skull Face according to Shin’s knowledge. There were no monsters that exceeded level 800 that Shin didn’t know of, in other words, it was a totally new monster. It was not an enemy that he could judge just from its level.
However, anything like an unknown enemy could become the key for Shin to return to his original world, so there was a possibility that some new information or something could be obtained. Since those possibilities existed, Shin didn’t have the option to run away.
“Now then, should we go this way?”