Essentially Cal realized that putting all these children in one place wasn’t just a risk to their safety, but an opportunity for the Empire to capture and train these children into their own ranks.
Cal had no interest in training these children, so it doesn’t track that he’d want to train Grogu in The Mandalorian.
One of the reasons Cal felt this way was due to a vision he had shortly before obtaining the Holocron.
In this vision, the Empire found Cal and the children he located via the use of the Holocron and began trying to capture or wipe them out.