Abandoned Animations: When Toon Worlds Collide Pg.17
 
I think Mickey practically gave up on trying to convince Oswald otherwise, his heart is too big not to care and he's always helped out a toon, especially an abandoned one who seems to be suffering. It's in Oswalds nature to do what's right, even if it can cost him his life. He figures since he's no longer really apart of Disney like he used to be, he wouldn't be losing much out of this.