From a storytelling perspective, Maul absolutely needed to push Daki further into the fight with Vader. For the audience to see, for Lawson to witness, for Devon to no doubt crash out over in season 2. But I think he also needed to do it from a character perspective as well.
Look at what happens directly before he does it: he's beat to shit, leg in complete fucking agony, losing the fight with Vader and there's no two ways about it. He's given it his all, his aggression and his rage and his desperation and all his tricks, and Vader just keeps meeting him head to head and stopping him in his tracks. Vader holds back Maul's blade with his bare hand, and Maul may do the same, but then Vader gets his metaphysical hand around Maul's windpipe and absolutely ragdolls him. He and Daki are only barely holding back the inevitable—the full-force fucking tide of the Dark Lord of the Sith. If he keeps fighting, he dies, and Maul is above everything else a survivor.
But look at what else he does. He looks back at where he knows Devon is fighting the remaining Inquisitor; he's hearing her cry out, and he's hearing her lose; he's running the numbers and knows there's no winning this now. He says "no", a whisper under his breath, not desperate but resolved. He makes the decision.
It's a chess move: sacrifice the knight to save the queen (or the pawn he's planning to get to the other side of the board, at least).
And then again, when Vader catches up to Devon and is wailing on her, Maul says "no" and visibly overexerts himself bringing those ruins down on Vader so they can escape. He even hands over a piece of himself, of his old life, maybe even of his soul, to Devon when she loses her Jedi saber fighting the Inquisitor just before.
But honestly, I think it may even go deeper than the utility of it all.
In some small way, even if it's something that doesn't even really make a difference to the outcome, I think Maul needed to have a hand in Daki's death rather than just letting nature (or rather Vader) take its course. Maybe it's remnant Sith bullshit, betraying and killing Masters and taking apprentices, or maybe it's something buried in his psyche. If he has a hand in Daki's death, then if Devon ever finds out, that betrayal will be more fodder for her to use the dark side with. As ever, that pathological need to always have a hand in his own downfall—self-sabotage disguised as proaction.
Tragedy with the illusion of agency.
