'Up for a think' is generally a good idea, but in this specific circumstance it wasn't.
Between restricted airspace and cloud (in below freezing conditions on an aircraft that really doesn't do well with ice), 'up for a think' simply wasn't much of an option.
If Pete had thought it was the best option available, he would have taken it. He didn't, and he was the one who had the experience and the judgement - and was in the position - to know.