He may have wanted his escape known.
Escaping while Abernathy took his place in the prison cell would certainly be more effective in allowing Grindelwald to escape unnoticed. However, Grindelwald may have actually wanted it known that he had escaped. After throwing Spielman out of the carriage, he threw a wand after him, giving Spielman a chance to save himself. If Grindelwald did not want word spread of his escape, it would be better to simply kill him instead of leaving behind a possible witness.
“GRINDELWALD
So needy.
He then flings it through the door.
He blasts SPIELMAN magically through the open door, then tosses a wand after him.
SCENE 16
EXT. SKY OVER ATLANTIC OCEAN—NIGHT
As SPIELMAN falls, he manages to seize the wand and conjures an invisible Slowing Charm. Sinking slowly toward the sea, SPIELMAN watches his carriage streaking away in the direction of Europe.
- Fantastic Beasts: The Crimes of Grindelwald (The Original Screenplay)
From the dramatic manner of his escape and his giving a witness the chance to live, it seems more likely that Grindelwald wanted word of his escape to get out, as evidence of his power. When he was captured, he implies that it would be impossible for wizarding law enforcement to keep him captive.
“MADAM PICQUERY moves towards him.
GRINDELWALD
(with contempt)
Do you think you can hold me?”
- Fantastic Beasts and Where to Find Them: The Original Screenplay
Grindelwald likely wanted it known that he had escaped, and that MACUSA was indeed unable to hold him. He probably wanted it known that a wizard of his caliber would not be easily kept in custody by the wizarding authorities.
Also, loyal followers are not easy to find.
Though his probable desire to have his escape known was likely the biggest factor in his decision, Grindelwald would also likely be hesitant to waste a loyal follower by having him sit in a cell indefinitely. While many wizards were sympathetic to his cause, his inner circle of wizards willing to play a larger part in his plans seemed to be about seven at the time right after his escape.
“SCENE 23
EXT. ELEGANT STREET OF 19TH-CENTURY PARISIAN HOUSES—AFTERNOON
GRINDELWALD and ACOLYTES stand in the street. GRINDELWALD points his cane at a particularly fine house.
A clatter announces the arrival of a horse-drawn hearse.
NAGEL, KRALL, CARROW, ABERNATHY, KRAFFT, ROSIER (female), and MACDUFF approach the front door. KRALL opens it with his wand. The ACOLYTES enter.”
- Fantastic Beasts: The Crimes of Grindelwald (The Original Screenplay)
These (except Krall) were the ones truly loyal to him, and therefore the ones who would be the most willing to follow him around the world and complete whatever tasks he needed them to. Without Krall, he seemingly only had six of these truly loyal followers - making them a very valuable commodity.
“GRINDELWALD
Protego diabolica.
He spins and draws a protective circle of black fire around himself. The exits close.
ABERNATHY, CARROW, KRAFFT, MACDUFF, NAGEL, and ROSIER walk through the flames into the circle.
ANGLE ON KRALL, hesitating.
Then he decides the circle is the better option, braces himself, runs into the fire—and is consumed.”
- Fantastic Beasts: The Crimes of Grindelwald (The Original Screenplay)
Grindelwald would likely be reasonably unwilling to waste a loyal follower on something as useless as sitting in a jail cell, particularly when escaping another way that does not involve this also gains him more notoriety.
