The essential difference between humans and animals is that humans can utilize tools and rely on wisdom to solve problems, rather than mindlessly brute-forcing their way through.
Just as the Dark Eldar were unsure of the enemy's true strength, Hogg, who was being focused by the warships, felt a sense of trepidation. Although he appeared unscathed, only he knew the truth of his own condition.
Don't let Hogg's flashy display of destroying a warship with one move fool you; it was entirely for show. The maneuver looked intimidating, but that round of concentrated fire consumed most of his flesh reserves, and his energy pool plummeted by one-fifth. Otherwise, he wouldn't have needed to call upon the Swarm to replenish himself.
Hogg was completely unfazed by physical damage and could withstand lances—the energy weapons—but the problem was that these Dark Eldar had no sense of honor and actually deployed anti-matter weapons.
For Hogg, who was essentially a mass of twisted flesh, he had no inherent weaknesses on a conventional battlefield. Even when facing a Chaos God, he could put up a fight thanks to his "cockroach" ability to never stay dead.
After all, his high-dimensional nature was a factor; Chaos Gods were, at the end of the day, entities of the Warp, and their means of attack were nothing more than various forms of energy corruption, which were completely useless against him.
Anti-matter bombs, however, were a different story. They were essentially a hard counter to Hogg. While they couldn't kill him, the pain of matter annihilation was undeniable.
Much like a tanky top-laner encountering a Vayne with armor penetration, Hogg wasn't an idiot. Why insist on mindless brute force? The goal of this plan was to rescue the Khan, and now that it was accomplished, why not run while he