They probably didn't know there was a staircase there.

 

It would be hard as hell not sure impossible to climb down with one hand. Then again there is probably a bunch of pain and bleeding. Good call.

 

Fire escape?

 

My question would be:
Why the heck did he cut off his hand, and not the thin rusty old screw that was on the other end of the cuffs ?
I'm thinking it would have been alot faster, and alot less leathal or disabling.

 

well at some point he got back inside the building because they found where he put down 2 walkers & cuaterized his hand.

 

Good point, I had forgotten that!!

 

I wondered about this 2nd stairwell too. And I remember that as Rick, Daryl, Glen and T-Dog made their way down the staircase they also had to go thru offices, kitchen, etc. It seemed to me that staircase 1 was a very quick way to get the roof and other areas while staircase 2 was a kind of rambling affair. And S1 was plain like a service exit where S2 actually had some nice handrails as if that was the public stairs.
I realize I'm reaching but that 2nd set of stairs wasn't really explained real well or why they chose not to use it.

 

I don't think he left the rooftop by the ladder. Didn't he go into the building, take out the 2 geeks and cauterized his wound, then later left the building. Which they showed the window he (most likely) escaped from.

 

He didn't left the rooftop by a ladder, because when they walk down the staircase they find his burned skin on a iron where he sear his wound. So than comes the next question. Where the hell did all the Walkers go? They don't go away after a while right? If they see a human they go for it till the human is gone, but Merle had to go that way. And in the kitchen where he burned his skin, they found only two Walkers. Only two? questions questions questions

 

I try not to think about it haha

 

I soooo agree with this. I know that Daryl said something to the effect that the saw was not sharp enough to cut the metal, but really??? Not only was the saw sharp enough to cut off a hand, but he did not pass out from pain, blood loss, or shook? I know that Merle was supposed to be a bada** but this just seems strange to me. If he had sense enough to use his belt has a tourniquet and to cauterize the cut with what looked like steno cans then I think he could of come up with something better than taking the whole hand off... even if it was just cutting off the thumb and maybe one other finger??
As to "how did he get down" well he saw the walkers at the door so of course he would not go that way. He looked for another way down. I am sure that there is nothing strange about a building that large have more then one roof access point. The others did not need to look for another way. The path was clear for them and they went back up that way when they went to get Merle because way waste time looking for another way? But I do wonder what happened to all the walkers that where there after they left? I guess maybe (off screen) a noise or something that steered them away after the smell of fresh meat left but that to me was more of a plot hole then Merle finding another way off the roof.