Beling a prisoner was worse in Adrian's mind than getting pulverized by the Hulk, at least it'd be quick. And Hulk wasn't known to torture people, just smash them and move on. "I'm guessing standup comedy isn't gonna help so I'll just say this. I'd rather have Hulk break every bone in my body than have been caught by terrorists and tortured."
He was more worried about Bruce than himself, the transformation couldn't possibly be good for the genius' heart. Adrian had seen Hulk obliterate entire armor divisions, smashing tanks like cheap toys and the damage to a human body or even a metahuman body was absolutely devastating. He was actually more afraid Aria would walk in behind him and Hulk would scare her.