One of my birds flew away - what do I do with the other one?

I had two birds - a zebra finch and a canary - they shared a cage and the finch just flew away by accident. The other one is visibly in shock. Should I just let him go too or is he going to forget he wasn't in a cage alone? I am not going to get him another bird, because this is like the 6th pair and I do not want to carry on. What's the best thing to do?