In the late 1400s and 1500s, the main reason for exploration in the New World was the need for alternate trade routes. They have no idea the Americas even existed, however.
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.
