Odyn is a bad man. A very bad man.
While he was a selfish lout, and responsible for many foul deeds, it may be best that he did throw his tantrum and take off. If he had remained in Ulduar, he most likely would have been over taken by Yogg Saron, anyway, and would have made Ulduar a bigger problem.
He did the wrong thing, but it was for the best. Like a bad parent who ditches their children for selfish reasons, he may have made things worse by sticking around.