We didn't even see the real Grayson sadly cause of such a bad Adaptation, the real reason he left was that the situation and fire was very serious and Grayson was telling Dane to turn back but Dane didn't turn back, Grayson was planning to drag Dane back by force but we all know Dane he ran away leaving Grayson alone, also Grayson had an Order from willkins that he must obey all commands of dane and when Dane told Grayson that he is a liability and told Grayson to go out he obeyed Dane and house started to collapse so Grayson did what any rational person will do.

Why? Because he isn't a piece of trash like you?... he'd save you, too, again in a fire like that out of duty, no less.