I think it's because his swordmanship falls short compared to her.
And she is anxious letting him take over since she is now in position of the crown prince's guard, if the palace found out about it, it would probably led to excecution.
And she is still afraid it would go down the path of doom like in the original novel if she doesn't handle it herself, she is the only one who knows the original story.
Yeah if IS logical but as mc said hes a guy who is irrational and emotional and thats why she was constantly worried about his decisions. He acted before thinking... like even in the original plot he even would commit treason and ends up getting his whole family executed so you can tell how his mentality is like.
I think it's because he was expecting Rose to die. He wanted to spend her last days with her. She was fatally sick right? He was taught his whole life to treasure and love, Rose was simply the most important person to him.
His time with her would be significantly reduced if he had gone. Normally, this isn't such a big deal. But Rose was dying. Not saying what he did was right, but Celestine has his own priorities. Love was more important than duty.
I guess we wouldn't be able to truly relate to a character when we have different values from them. Just answering your question with my thoughts ヾ(❀╹◡╹)ノ~
I'm not sure about her illness, my memory is foggy, but I do remember him seeming very worried about Rose when he was explaining to Selena why he did what he did.

ik the season has just ended but i have a question. why didn't the mc's brother let his sister take care of his lover and go to the military? she's a good person and would probably understand, not to mention she's used to taking care of their father so i doubt taking care of her brothers lover would be that hard for her. why didn't he think about how his sick father would be alone when deciding to run away? doesn't it seem like the most logical conclusion? yh i mean if he didnt run away it'd be a completely different story but im just saying~