He didn't go because he was certain she was dead and didn't want to talk to anyone. But we do not know where he went. We do not know where he went before he arrived at the dock and as far as I know, he arrived alone.
I think it may be HKS's consciousness of guilt. Whether he felt responsible for her death, either by intentional actions or negligent actions, the natural thing to do would be to run or hide. One wouldn't normally jump on board with the dead body if you had a guilty conscience.
I want to ask all ANNAmaniacs what about the theory about HKS cleaning up in the hotel room ---if he did that, he didn't do a very good job, did he? If he caused her to OD wouldn't he have taken the evidence with him when he left the first time? Weren't there Dialud (sp?) wrappers found all around? Did he want people to think she OD'd?
Didn't Perper say we'd be surprised at his findings? Well, an OD would not surprise us, would it? So I think it's something else. And, if HKS IS guilty then it's something very tricky that can look like natural causes, but is not. But what is it?
Otherwise, she just got a bad infection and died (just like Pierce Marshall). But then isn't someone still negligent? But who?