Mr. Wiesel chooses not to go with Maria, but gives his family the choice. Elie and his sisters choose not to be separated from their parents.
When thinking about Mr. Wiesel, his choice not be separated from his community is not surprising. Elie describes his father in the very beginning of the book as more attentive to the community than to his family. This choice to keep the family together is also referenced later in the book when the family is forced to separate after getting off the train.
When I think about my family, I think my parents wouldn't have given me the choice. My father would probably have smuggled us out with the first chance and not waited. While he is an optimistic person, he does not trust that everyone has goodness. If we had to make a choice like Eliezer did, I would not have wanted to be separated from my parents. I would've been too afraid to face the unknown without them.
