Radak: Hide in Chatzer ha'Matarah, lest the king be angry when he hears, and harm you. Malbim - since he said that Yirmeyah sent him, the king would be angry also at Yirmeyah. They were Tzadikim and wanted to save them. Yehoyakim was a Rasha, but his generation were Tzadikim, and the opposite regarding Tzidkiyah (Sanhedrin 103a). We find that Tzidkiyah's generation wanted to kill Yirmeyah, and Tzidkiyah saved him.