I've sorta been curious about that myself... It's odd. Losing the saber would be bad though, no doubt, as Palpy's having a saber could be conceived of as an advantage I think. I would've thought Yoda could've found his saber though... It just fell down where he was at, but whatever.
I think it's possible perhaps that Yoda sensed the arrival of Palpatine's Cavalry too... Shortly after he'd made his escape, the sequence of Ameda and the Shocktroopers scouring the place was there... Maybe Yoda just sensed or knew that Palpy's help was on the way, that he would have to make his way back up to get at Palpy, yada yada yada. Surely he was aware that help would be on the way for the old prune since Ameda just wandered off and all. Yoda handled two guards ok, but 100's of Clones coming in would probably be a bit much, especially saberless.