It's explained in the first few paragraphs. They can't communicate directly with Speedy by radio since he's just well outside of radio range. Since that's the case, they can't just tell him that they're in danger or strengthen the order.

They were in the radio room now - with its already subtly antiquated equipment, untouched for the ten years previous to their arrival....

and

Donovan must have felt it. He began: "I tried to locate him by radio, but it was no go. Radio isn't any good on the Mercury Sunside - not past two miles, anyway. That's one of the reasons the First Expedition failed. And we can't put up the ultrawave equipment for weeks yet"

and

"I sent Speedy to the nearest, naturally. Seventeen miles away. But what difference does that make?" There was tension in his voice. "There are the penciled dots that mark Speedy's position."

It's explained in the first few paragraphs. They can't communicate directly with Speedy by radio (to tell him that they're in danger or strengthen the order) since he's well outside of the effective radio range on Mercury. The radio itself appears to be fixed into place.

They were in the radio room now - with its already subtly antiquated equipment, untouched for the ten years previous to their arrival....

and

Donovan must have felt it. He began: "I tried to locate him by radio, but it was no go. Radio isn't any good on the Mercury Sunside - not past two miles, anyway. That's one of the reasons the First Expedition failed. And we can't put up the ultrawave equipment for weeks yet"

and

"I sent Speedy to the nearest, naturally. Seventeen miles away. But what difference does that make?" There was tension in his voice. "There are the penciled dots that mark Speedy's position."