From Tom Bombadil's house to the Road

[Galadriel55]

I'm fuzzy on the details right now, but I think that it was a very simple reason that as they were in the middle of the forest already, they did not see fit to return back and around. Firstly, that part of the forest is not that safe either. Secondly, they'd be wasting precious time, which the hobbits may not have noticed but Tom certainly did. Lastly, they entered the forest to lose the Nazgul. Tom also kept those in mind while the hobbits stayed with him, and he knew that they would be there as soon as the hobbits leave the forest, so might as well stay hidden and under that protection for as long as the route permits.