Star Wars Episode V Question

[Dale Dough]

OK so I just picked up the original trilogy and watched it the other day.

There's one thing that happened early in Ep V that I just can't get over. I'm hoping someone can shed some light on this one:

On Hoth, it's cold enough at night that those big dinosaur like creatures they ride can't survive, because they freeze. So when Luke was captured by the abominable snowman, why didn't he finish him off and stay in his cave for the night? That has to be better than walking out into the cold when it's getting dark out. Why, OOT, why?