Kamui doesn't really have any other options. They can't return to Hoshido, as they've alienated them by betraying them, and the Hoshidans are paranoid of all people with ties to Nohr. If Ryouma couldn't prevent Aqua from being captured, how did you think the Hoshidans would react when the traitorous prince/princess suddenly returns? Telling the siblings isn't really an option either, as Marx would accuse Kamui of betrayal without absolute proof, that Kamui doesn't have. If chapter 26 of Hoshido is any indication, Marx is much stronger than Kamui even late into the game, and would quickly stomp them.
Kamui has screwed himself/herself into a point where pretending to go along with Garon is their best option.