The main reason he chose to keep running and not listen to Forced Exchange was that he wasn't confident that he would be able to survive even if reinforcement from the alliance arrived.
He had a suspicion that the people of the Thorn House of Commerce would let Loki kill him so that they could take his Divine Metac after his death or use the threat of death to coerce him to join their alliance.
He didn't trust them to prioritize killing Gold Body, so he chose to look out for his interests and escape now. No matter what, Forced Exchange said to make him stop and fight, the sight of Loki getting closer to him every moment compelled him to keep running.
It was, as they say, action speaks louder than words. In this case, Loki's actions and power were more convincing than all of Forced Exchange's shouting and logical arguments.
