Yeah.. I don't play cautiously, but I would have fled after Elzebeth.

Hopefully you can catch up and land the last couple hits to finish off the thief. But if not, you're already at 40% facing a tank that knows your weapons, can maledict to ruin your offense/defense, and if the other dude comes back, the two could easily and reliably permalag you.

No reason to try to kill the assassin there.