The assassin didn't expect that he'd miss his target. And the worst part was that it took him a long time to come up with this plan. Fortunately, he was not a new assassin. He realized that it was not the time to be consumed by ego even though Marcus was not with Zhang Heng.
When the assassin discovered that Zhang Heng was the champion of the Amphitheatrum Flavium, he knew that he would not stand a chance against him. So, he did not hesitate to run after he missed his target, pretty confident in his stealth ability.
Almost every assassin had worked hard to perfect their stealth ability. Not only would it help them to approach their targets silently, but it could also help them to escape, thus saving their lives.