"There are three choices now," the first is to return to the United States, which means flying for another dozen hours in the air.
The second choice is to fly to the United Kingdom, which faces Ireland across the sea. Although the British aren't reliable, the CIA's influence in the UK is strong. Being in the UK is at least much safer than being in Ireland.
The third choice is to find a place on the spot to hide and wait for reinforcements.
However, although Gao Guang's request was for help, what he actually meant was to retreat. He couldn't possibly let Scott report to the higher-ups that we must pull out because he had a bad dream, and then have the KGB help to check and find out that the Black Box Mercenary Group had entered Ireland four days ago and were now lurking somewhere unknown.
So, this statement had to be made by Gao Guang. Although Scott was the team leader, his words didn't carry weight.