Returning to Trion would be difficult on Malkon. Turlough needed to be with his brother, but that meant leaving the TARDIS. Part of him hoped the Doctor would ask him to stay, but before Turlough could say anything the Doctor was telling him goodbye as if he were ready to be rid of him. Perhaps it was for the best, but it stung.
Regardless, he thanked the Doctor and asked Peri to look after him, an impossible task as Turlough knew very well. He glanced back at them one last time, trying to memorize every detail, then walked quickly away.