An attempt to flee involves trying to pull a fast one on the wards and teleport away, staying to fight involves attempting to kill a group of dangerous creatures who have significant advantage over us and reinforcements coming in on an unknown timer.One the one hand, fair point. On the other hand, any attempt to flee, if thwarted, will leave us even more vulnerable. At least this way, even if we go down, it won't be without a fight. This may have been a mistake, but we'll make the best we can of it. Do we have a way to close the gate?
Even if we do win this fight the Efreeti could have another division around the corner ready to take us once we've been weakened.
We're already at the point where we're facing unknown and significant odds either way, why not go for the option that would let us stop gambling while we're losing?