Cole states he would rather be in prison cell than on the island. what are his reasons?

Basically because he has been beaten to a bloody pulp by the Spirit Bear. He is cold, vulnerable and humiliated. Cole wishes for prison because there he can still manipulate people and play his little mind games to get what he wants. In prison he is at least warm and fed.Out in the wild, he is forced to be humble. Dying on the rocks, Cole feels how insignificant he really is.