Murdock I'm coming to get ya...

He probably figured that Rambo wouldn’t be able to get out of there. He was wrong.

They were in Thailand, on foreign soil. That's where Murdock's base was, where they ran the operation from. Where would Murdock go? He'd be a foreigner in a foreign country, where he probably doesn't even speak the local language, let alone be able to blend in. He'd only really be safe in the local US embassy, where, if he goes there, his superiors would of course immediately receive the word that he derelicted his duties, and didn't finish the job they gave him. Which was to make the whole POW issue go away, nice and simple. Instead, here's Rambo now, coming in hot with a helicopter full of the exact same POWs that Murdock was supposed to make go away. Too late to do anything, once the whole base received the word that Rambo's coming. He can't even order them to be shot down so close to home, because at that point Trautman would've probably orchestrated a riot to stop him, probably being willing to even risk his career, and prison time, to save Rambo. Murdock was screwed, and he knew it.