Vanitas very nearly left to do this on his own; and he would have, if he didn't know what was in these woods. More of them means more eyes, and in the end, it means they might be able to find Sora faster— before any of those things get him. He can still feel him, a long tether stretched between his own heart and Sora's, like a far off distant heartbeat, his anguish wrapped into Vanitas' own. As long as he feels that, he's sure Sora is still there, and alive.

But if what these guys said was true, he'd feel it in more than one way, if Sora was killed.

He keeps slogging forward, and only stops when Riku speaks up. Vanitas whirls on him, baring his teeth. It's true that they're all soaked to the bone and exhausted, but Vanitas has been pushed to this brink countless times before— and the real truth is that he doesn't know how to stop. Pointed in a direction, he's like a missile, almost impossible to deflect, right up to the point of self destruction.

"You said we would keep going until we found him."