I wouldn't either. At least I hope not...
Even if the destruction of the universe was the other option... it would just seem something out there while the hanging boy was right here and now (to quote a certain furry friend from another book.)
Not sure if that paragraph makes sense... I could phrase things better sometimes.
And lets fact it, Walter is hardly the most trustworthy person in the world is he? If I were in Roland's shoes (and I understand this thread is about knowing in hindsight, but please bear with me) how would I know I'd get the information I required if I caught up with Walter anyway? Sure water(Walter)flows downhill etc, but even with hindsight I'm not sure Walter really gave much information away.
Spoiler: