Because, for some bizarre reason (apparently besides him being a main character who , that is) Halstead thinks that he "belongs at Med", as he told Goodwin.
Why exactly? He doesn't really get along with either Choi or Archer, and he's been on Goodwin's bad list since the whole season one legal debacle. And he was super upset this time last year, when he learned he not only didn't get to be in charge of the ED, but wasn't even in Goodwin's consideration for it. Why would Halstead want to remain at a hospital that has so clearly told him there's no chance for advancement?