First of all, no one's going to say Capaldi's on the way out. Even if he was going to announce he's leaving next week, the official line will always be that he's staying and it's all one big happy ship. Just like Christopher Eccleston appearing on interviews after he's already left the show, talking about how much he was looking forward to filming series 2, and the scripts were wonderful, etc.
Secondly, Capaldi has already 'been' Malcolm Tucker and isn't a 30 year old aspiring star. He's probably not as bothered as younger actors about going on to bigger and greater things. Therefore, he may well see this as the peak of his career and hold onto it for as long as he can.