Towards the end of Order of the Phoenix, Voldemort escaped the Ministry of Magic after seeing Aurors. Why?
He had work to do and nobody was able to kill him (Horcrux ju-ju). Plus, he got a great chance to smash Aurors.
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His primary focus was obtaining the prophecy regarding himself and Harry. Given that the sphere containing the prophecy had been destroyed, that was no longer possible.
At that moment in time, without knowing the full contents of the prophecy, I doubt he'd be confident in trying to kill Harry again. The only thing that may have kept him there would be Dumbledore, and with the Minister of Magic and a number of Aurors arriving, I doubt he'd feel inclined to stay around.
Remember, Voldemort's body can always die. Voldemort will just come back in a different form, such as a parasite (Quierell). Voldemort just got his body and can do magic to his full potential. He doesn't want to throw that all away to have a chance at destroying his enemies. He also knows that the Order has very powerful wizards.
Basically Voldemort didn't have enough power to confront the Order, and he didn't want to take a chance without knowing that he would win.
Also in the entire series, Voldemort never took the offensive unless he knew he could win.
The only time in the books that we see Voldemort dueling multiple people simultaneously is at the end of Deathly Hallows and he fails to defeat them:
Voldemort was now dueling McGonagall, Slughorn, and Kingsley all at once, and there was cold hatred in his face as they wove and ducked around him, unable to finish him —
In fact, if anything the phrase "unable to finish him" makes it seem like he was losing that duel. While all three of his opponents were presumably above average wizards, McGonagall and Slughorn were not specifically trained at overpowering Dark Wizards.
Had Voldemort not fled at the end of Order of the Phoenix, he would have been facing many more than three opponents:
The Atrium was full of people. The floor was reflecting emerald-green flames that had burst into life in all the fireplaces along one wall, and a stream of witches and wizards was emerging from them.
At least a portion of these many newcomers were Aurors — that is, specially trained at fighting Dark Wizards:
He looked wildly around at the Aurors he had brought with him, and it could not have been clearer that he was in half a mind to cry, "Seize him!"
Thus, Voldemort would have had basically zero chance of winning such a duel, and presumably he realized this and that is why he scarpered. Even if he couldn't be killed, he could still still lose his body or be subdued in some other way, so he had nothing to gain and a lot to lose by staying.