I think that's kind of the point - he didn't feel like he could escape safely or quickly enough (according to his account).
He didn't feel like he could escape quickly enough even though he was standing 3 feet from the bedroom door which led to the large outside deck. Instead of grabbing the gun, then getting Reeva to safety, he grabbed the gun, walked through the hallway into the bathroom, and shot through a closed toilet door.
Of course he was looking out for Reeva's best interest and trying to protect her when he killed her. (Where's OP's green puke bucket....)