He knew it was a losing game once Bruce hit the ground. It's why he immediately grabbed you to drag you away from the fight. Doing before you could process what was really happening.

He held you tightly as you thrashed around in his arms. He knew once he let you go you too would be faced with the harsh reality that he's been shielding you from. "Stop it!" He hisses as his grip gets tighter around you. "We're not going back! You have to let it go!"

Eventually he'll have to tell you Bruce isn't breathing. But for now holding onto you is the lie he hides behind to avoid this new harsh reality.