He was leaving his regiment, going AWOL to escape gambling debts. Wouldn't it have been much simpler for him to quietly disappear without having Lydia to weigh him down?
He knew she didn't have any money, so it wasn't the same as his attempt to elope with Georgiana. She was staying in the home of his colonel, and she came from a respectable family, so it would be reasonable to assume there would be some fallout. Lizzy surmises that the attraction was sexual, but surely there were less respectable women who might have given Wickham a tumble. Did he really think he would get away without having to marry Lydia, especially if she got pregnant?
I do think it's significant that Lydia is the same age Georgiana was at the time of her near elopement with Wickham. I think JA was hinting that Wickham maybe had a thing for younger girls, as a way of foreshadowing what was to take place.