She's not wrong. She does know that he's here now and that means that wherever he goes is more compromised than it was, Romanoff is good at what she does and she might even be capable of tracking him down. But that's still a preferable option to being somewhere that she can definitely pin him down.

"You don't have to look for me if I stay here, you'd know where I was."

He was just pointing that out.

"I'm not staying somewhere that one of you can find me, I don't want anything to do with any of you. I just want to be left alone."