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50px-Purple_exclamation_mark.svg.png This answer is opinion-based.
Due to lack of canonical information in the franchise, there is no definite answer to this question.

Nothing confirms exactly why, but it's most likely because his life was also critically in danger (alongside Po) when he hurt his wing during the tower siege, during which Tigress had to assist in carrying him out of the tower. Afterwards, his wing was still somewhat injured and he was probably looking for an excuse not to go after Shen with the others to the Fireworks Factory.[1]