User blog comment:BlackWizardZeref/Fairy Tail Chapter 394: Juvia vs Keith Review/@comment-7418318-20140725085651/@comment-25244540-20140725094524

I agree, if you think about the situation if he had tried to go help Lucy then Tempesta could have used that moment he was distracted to attack him while he had been off guard.

Basically Natsu knew it would have been more dangerous if he didn't pay attention to his fight during that moment.