Like why would he risk his life more.... he tried and didn't find the dog, going more further is risky and he is a newbie (he almost got a piece of building on the head...) and dean wanted to go to the attic and if he wants why should grayson follow?! even the exit was just pure manhwa luck like.... plus dean has more experience so maybe it was better for him to go alone... and what if grayson got hurt cause he was left behind (even if it's not possible since grayson is grayson but still u never know..)