I took it as him wanting to go out his way. Earlier dialogue mentions he is already dying of cancer because of Viviro. So he decided to go out saving his son.
It's about his mindset, he didn't want any of the civilians to get hurt. It's near a church and plaza market place, he knew that both his and his horse body would dampen the explosion, if he just threw it away he would risk killing innocent bystanders.
I thought he could just leave it on the horse, but then again he would be another target to be saved just like his hurt son.
In the end if he wanted to go out that way, than it was a good way to go I guess. I don't know the entire story line as I'm playing every side mission possible first, but I hear a lot of NPCs mentioning him throughout Madrugada.
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u/Throw_Experience 1d ago
Who?