But that's one of Squall's most infuriating characteristics - all he's done for most of his life is take orders and obey them. So that's all he knows really (he IS a hired soldier after all). The game sees him slowly coming out of that attitude. Rinoa even mocks Squall for it at one point ("Squall would probably say 'but no-one has ordered me to escape'..."). It drives you mad but without it he wouldn't be Squall.