You're so outraged they're staying but what else are they supposed to do?

They're all in positions of relative power, their Dear Leader is lost to the ether and they're sending out a more-than-competent rescue party to find her.

No, it's not an ideal situation, but until either A) they find Daenerys or B) they don't find Daenerys, what else are they supposed to do?

It's unrealistic for characters to view themselves from the omniscient viewpoint of the Show Watcher Who Sees The White Walker Threat Coming.