I think it makes perfect sense. She is not attempting to go back to her world at all, all she can focus on is preventing his "bad end" and make him happy so if she is holding him back, the best thing to do is leave because ultemately her number 1 goal is his well being
You misunderstood, she is not from this world, if she was going to leave it would make much more sense to try to get back. Otherwise why not stay to make sure he is not killed. If I woke up in the world of a story after being amazed I would be horrified and scared and want to get back. However if I had the opportunity to save my favorite character I would want to, but if leaving would save the character I would want to go home. Also I'm not saying i hate this story, i just like it enough to want it to be better.
Leaving doesn't make any sense. If she wanted to figure out how to return to her own world that would be one thing but she is not from this world and was either brought here for a reason or she is having an elaborated dream, so why should she leave. Why is she even from another world, not much of the story would change if she was just a kind girl from this world.