It's his style that's why he called it overcoming the walls, not avoid it, if he do what you say he wouldn't be able to learn the things he have now, and in terms of opportunities he will lose the opportunity to fight strong opponents if he tries different approach, call it a video game level where you have to beat the same hard level with just your current skills set. Sure he would do what you said if he only have like 9 lives but he can regress infinitely that's why he didn't choose the path you wanted him to be,
Repetition is the mother of learning,
What he's doing is a game of High risk high reward that reward is the learning he gained along the way while he's trying to beat the wall, in terms of risk he doesn't need to worry about it since he can regress everytime he dies.
The Mc isnt that smart. He could have used his knowledge of the upcoming battles to prepare Far better while coming up with logical strategies to save his comrads. Wasting the opportunities.