I feel like there needs to be a little bit more there than Rey fatally wounding Kylo for her to consider abandoning everything and going to Exegol. If she does the same thing that she does with Chewie except with Finn, it would be a really convincing reason for her to believe that she thinks she needs to abandon the fight before she completely loses control of herself.
This is the biggest reason why I support the lightning. Rey running away and giving up felt weird and unearned in the theatrical cut.