Mamoru might have learned about Sakura's predicament from Anastasia, and feels like he needs to do something, if only for Anastasia's sake and her concern for her friend. Mamoru might have also learned of the feather and Fai's death through word of mouth, and decides that, in the name of those he must protect, in the name of his new home, and in the name of The Oath Sworn Through Courage, he has to do something before more people die, even if that means dying himself.

Mamoru is... decently powerful, and shown to possess enough power to defeat god-like beings in canon, but it's very likely he'd die in the fight with Gilgamesh. So if he confronted him, Mamoru would try diplomacy first, if he can't convince him to not hurt any more people and not try to take over Attleton, he can at least try to get Sakura back. And if Gilgamesh doesn't listen, Mamoru is prepared to fight and die in the name of justice and courage. His comrades from back home would expect no less from him.