Why do Elie and his father leave Buna?

They really have no choice in the matter; either they must leave or stay put in the infirmary. And that's no choice at all because both Elie and his father are convinced that the SS will not let them live. Rumors have been swirling around the camp that the Red Army are fast approaching. The Germans decide to evacuate the camp; it's now only a matter of time before the Russians arrive. Having treated Russian prisoners of war so appallingly, the Germans can expect the same treatment if they fall into enemy hands.
Elie and his father figure out that if they leave with the Germans, they still have a much better chance at survival than if they stay behind in the infirmary. They'll be put on a forced march, one that will be brutal and unforgiving, but they feel that this is their best shot at making it through their terrifying ordeal. More than anything else, they want to live, and this they feel is the best course of action.