Actually, I'd say it more strongly than "you might as well fly against the Germans" and say "you absolutely MUST fly against the Germans."
Never, never, NEVER try to save the Polish fighter. Best-case scenario is for the Polish fighter to get a hit AND get shot down. In fact, when I'm the British player I try to fly against the territory that has the most fighters going against it to just to make sure it does die.
As Craig says, you might get lucky and shoot down a German plane, but you absolutely
don't want the Polish plane to survive, because if it does and lands in eastern Poland, then it will fly against the Soviets, and it might shoot down a fighter belonging to one of your Red allies. As the British player I'd much rather see it get lucky against the Germans than the Soviets.
The only possible scenario I can see where you might try to save the fighter is if Germany bounces off of a territory in their attack and has no troops to follow on with in the assault phase and therefore fails to conquer the territory. If this happens, per the rules any surviving Polish units in that territory become Soviet. In this case, saving the fighter and landing it in that territory would make it a Soviet fighter at the end of the turn. Of course, I doubt that this scenario would ever happen since Germany NEVER fails to take Poland
(sorry Peter - I couldn't resist...).