Why does Arab prisoner choose imprisonment over freesom?

Daru shows the Arab the direction east, and also the direction south, and then leaves him to decide where to go. He leaves the Arab but returns when his anxiety to know how the Arab has chosen gets the most of him. Perhaps he believes that in allowing the Arab to choose he will find out the truth of his guilt. Yet the Arab's choice does not provide any answers for him or the reader. Indeed, it's ambiguous whether the Arab even understood Daru's explanation of the difference between going east and going south. If the Arab did understand Daru, perhaps French prison is better than taking his chances with harsh Arab retribution. Only the tone of existential futility remains.