They say every journey begins with a single step. That's true of the journey that Bungie began when it started the development of Halo; likewise the process of creating Halo 2 and... whatever game they're working on now. Assuming it's a game. Which may be a lot to assume, under the present circumstances.
It's just as true for the player and the Arbiter as they begin the last level of Halo 2, The Great Journey.
It's also an important step in Halo 2's narrative. The Arbiter, as a player-controlled character, is distinct from the Master Chief in one very important way: his knowledge and beliefs are not necessarily in sync with the player's.
In Halo 1, information was revealed to the player and to the Master Chief character more or less simultaneously; hence one of the reasons for keeping the existence of the Flood a secret prior to the game's release. In most cases, even if you were given a choice, the player would probably choose the same course of action that the Chief does, given the same information.
That isn't true of the Arbiter. Since his confrontation with the Heretic, he's heard things about the Great Journey that directly conflict with his most deeply-held beliefs, and those of his culture. We don't know what he actually believes at that point. We do know that the player already knows what Halo was designed to do, and once it's revealed that the Prophets are trying to activate the Halo rings, there's a strong suspicion that the Covenant don't know what they're in for. Still, there's no choice; you can't leave the Heretic alive and join forces with him, because he's only going to try and kill you, even though I would have liked to have tried that and see where the game went from there.