That’s not precisely correct, the response to ‘shelter in the forest?’ was ‘find food first’ and once that was accomplished we got attacked by Trevenant.
Rater, would you go attack something when you’re already lost, have nothing in the way of medical supply if you get hurt, and have no type advantage and no immediate backup? That means no Pokémon Center, no Potions/Berries, and no intimidation factor, and no one to drag you to safety if you get in over your head.
A Pokémon trainer doing battle with their Pokémon doesn’t usually do the fighting themselves and thus can ignore most of those problems. Also the primary reasons to fight wild Pokémon are 1.) to capture them (not an option for us, no Pokéballs!) or 2.) to make the existing Pokémon team stronger which wasn’t a stated goal for anyone at this point.
EDIT: In case it’s not clear, I’m in favor of ‘send the scout first!’