If the enemies are pursuing you, that means they have confidence they will win, or are trying to lead you back into the fight to trap you. be it because they have more cc and ults in the tank, why engage when you don't need to, in the end, everyone will simply warp back and reset and a bad fight that doesn't have deaths should be considered lucky and no need to keep engaging if you just blew through all your ults,
side note: after a bad fight, its better to regroup then try and fight angry or annoyed, it will only make you/ your team mess up more
why risk dying trying to get that one kill and forcing your team back into the fight, potentially killing all of them if its a trap and that champ you are targeting is purposely trying to taunt you to chase, leading you into the trap.... this happens all the time when in a teamfight, their will always be atleast one person that sees the opportunity to kill my 'low' friend, and will give chase, with or without their team in tow, only to be lead into a more favorable situation for our team which had the time to set up a formation which guarantees my friends escape as well as the enemies demise through flanking.
Side note. Mord's ult is very useful in situations like this because you can isolate one enemy that deals the most damage while your team traps the others, then when its up, you have 3 of your teammates surrounding the red dot ready for the kill.