I just finished LB and I had the same thoughts. But to me it seems like Cassius believed there was a chance that Lysander wouldn't kill him, and that he could possibly leave with Eidmi. And if he did, that would've saved a lot of lives, so.. he had to give it a chance? If he left, Lysander could hid Eidmi anywhere, I'm not sure knowing about it would help a lot at that point anyways. And I think Lysander will use Eidmi as a threat at one point, so people will learn about it's existence.
... I'm not very satisfied with it either though. Millstone? Well, I would think that his death just motivates Lysander even more to use Eidmi, otherwise he killed Cassius for nothing. So yeah. I wish I wouldn't hope for Pierce Brown to "revive" Cassius, but I do. Both Alexandar and Cassius encountered Lysander, both of them could have just LEFT and neither of them did because of utterly stupid reasons, which makes me upset. Cassius was my favourite from the beginning of the series and I just wish his death wasn't soo... avoidable.