@Kaarme The guy was specifically told and personally suspected that he was being closely watched by the bad guys' cronies, so if he so much leaned a bit too close to Yona's ear or handed her something that resembled paper then they would've killed his partner. Also, the guy is a "humble" information broker, not a criminal mastermind or a rich noble with a peculiar hobby, he had neither the resources, experience, influence, readily available contacts or, more importantly, time to prepare a plan for his predicament.
Nobody with any common sense would trust anything criminals might promise.
You haven't read that many asian fiction have you? People fall for it ALL THE TIME IN ALL THE MEDIA, specially in mangas and such, not to mention that even if he didn't believe them he didn't really have a choice in the matter, it was either dying then and there or "potentially" die later while he hoping for a miracle.
Anyways, I do agree with you in the last bit: I can already guess that in the following chapters he's gonna ashamed of himself to the point of suicide, beating himself over what he did and what he could've done; I can already see him losing an arm and a leg to try and "redeem" himself in the eyes of the hungry bunch.