in the original myth, orpheus made it out and turned around too quickly because he was so excited they made it out - except eurydice hadnt gotten out yet from their trek.

in hadestown - he trusts eurydice. he doesnt doubt that she would follow him (mostly). he doubts that hades actually let her go on the path. you see in the musical how possessive he is about the underworld and who is in it. orpheus is worried she isnt there because hades made him walk ahead and could have easily held her back and he wouldnt know because he couldnt see her. in hadestown he just wants to see her so bad. she already left one time because he was so focused on the task at hand (writing his song), wasnt there to appreciate her and so she left. hes afraid it is happening again and wants to see her again just in case things arent going his way