so the armor guy saying that they not need to goes after her because she never ask to be saved this goodbye is her own will, and then the mc saying he is not gonna accept one sided goodbye like this so he is looking for heart to heart conversations then armor guy agreen to help
It was a test in part: It's a waste of time trying to save her because "that's what heroes do", because doing "what heroes do" is why everything is fucked in the first place. Rather, he wants to go after her
because everything is fucked and he doesn't want to leave her alone to that fate.
Remember that his motivations for doing things are self-centered: He wanted to fight the Demon King to get his junk back, then because he wanted to help people. This was to make sure his motivations hadn't changed to "heroic" ones. The original heroes party fought because "that's what heroes do" and they lost. It's very, very difficult to stay motivated to do things out of altruism.
It is, however, very easy to stay motivated to do things out of spite.