Why did Miche choose to run away when there were Titans remaining? In episode 1 of Attack on Titan 2, 


   Miche managed to use himself as bait and killed most of the titans. What is the point of running away knowing that Titans can sprint and could possibly catch up with his horse? And the presence of the abnormal monkey-like Titan would make the situation more dangerous and unpredictable if I was him and I wanted to run away.

 Edit: As he is the second-most skilled after Levi, he should have just killed all the Titans in his presence except the abnormal one without hesitation. Then even if the abnormal Titan had thrown the horse towards him he would not need to suffer a painful death.
Sometimes the anime leaves out some of the finer details, which doesn't appear to make a difference in the long run, but ultimately leads to a lack of understanding about what has taken place and why. 

Episode 2 of Season 2 of Attack on Titan directly corresponds to chapter 35 of the manga. Spoilers below. 


   First, his primary objective was to notify others of the breach at Wall Rose and evacuate settlements. This outweighed any immediate danger presented in the situation and it represents WHY he chose to leave the area with titans still present. Now as for how he thought he could navigate the situation safely, Miche/Mike was known for his skills and prowess in battle, as mentioned in chapter 35 of Attack on Titan (manga). He truly thought himself to be capable of outmaneuvering, or outright defeating, the titans he had not yet dispatched. And, lastly, remember that horses at that time were specifically bred for speed and temperament for the sole purpose of successfully outrunning titans.