Answer:
He wants Zaroff to feel like he's being hunted. Rainsford has now tracked him down and his him on an even playing field. Zaroff is now the one who has to fight to stay alive. Aside from this, I think an ambush would be pretty difficult. Rainsford is unarmed and Zaroff is tucked away somewhere in his great chateau. A sneak attack probably wouldn't be successful.
