He hadn't thought, when it came down to it: he hadn't needed to. He just charged through the door looking for Elizabeth and expecting Tia Dalma's cabin.
He had completely forgotten in his urgency that it's not where he came to Milliways from.
As the daylight hits Will's eyes, the first thing he does is turn around to look for Mal - but the captain's not there. Will worries for a beat, but calms himself and walks on into the familiar Garden, hand resting on his swordhilt.