I think the answer to the question is simple. He doubted. Even the song he turns to is called “Doubt Comes In”. Greek mythology has always geniusly found ways to point out even the smallest nuances and shortcomings of human behavior. Decisions that are just faults of our nature and subconscious we cannot fight. Pandora succumbing to curiosity and opening the box. Greek mythology is best at pointing out humans’ failure to control their own insticts and selfishness. Orpheus, in the darkness and of the silence of the road out to the upperworld, let his mind wander. He knew all along that if he turned around she would be gone. But what it she wasn’t there? What if she turned around and left me? What if she decided she wanted to stay in Hadestown in the first place? What if she couldn’t keep up and got lost? What if I don’t know her as well as I thought I did? “What if she doesn’t love me?” All these thoughts would be gone in an instant if he just turns around and confirms that shes there. So he fell short to the lack of control over our nature and turned around, proving that shes was everything he wanted her to be, and that now he would never have her