Well, you have to consider the alternative. If you don't leave the pit lane by the 15 minute signal, you can't start from the grid. That's in the regulations. But if you do go to the grid, you can still work on the problem on the grid - maybe you'll be able to fix it. By going to the grid you're not making a definite commitment to start the race from the grid, so it's not dangerous in and of itself. You can still pit at the end of the formation lap, and even if you can't get the car moving at the start of the formation lap, you can still be pushed to the pit lane and start from there. But you are making sure that you will be allowed to start from the grid if the wiring problem corrects itself, which you couldn't do if you didn't go to the grid. So any way you look at it, it's always better to go to the grid if you can.
The safety-critical decision is the one you make on the formation lap, i.e. start from your grid slot, or come in and start from the pit lane. Obviously it's better to start from the grid if you possibly can, because one would prefer to start the race in second position rather than last. But you have to bear in mind that if you stall on the grid and the start goes ahead, you will be out of the race and could cause a nasty accident, whereas if you stall in the pitlane you have mechanics on hand and can restart. That safety-critical decision was never taken, because the failure of Rosberg's car to move at the start of the formation lap forced them to start from the pitlane whether they wanted to or not. So it's a non-issue. And anyway, the radio message to which you refer was transmitted not long before the start of the formation lap, and basically showed that the team was in fact giving due consideration to a pit lane start even in the event they had managed to pull away from the dummy grid.