In
A Conspiracy Unmasked, Frodo explains that he wants his departure to remain secret for at least a few days, so he suggests going where none would expect a hobbit to go.
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Originally Posted by the discussion, ACM
". . . The only thing to do is to go off in a quite unexpected direction." [says Frodo]
"But that can only mean going into the Old Forest!" said Fredegar horrified. "You can't be thinking of doing that. It is quite as dangerous as Black Riders."
"Not quite," said Merry. "It sounds very desperate, but I believe Frodo is right. It is the only way of getting off without being followed at once. With luck we might get a considerable start."
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Fredegar's response following this adequately sums up what Tolkien wants the reader to know, that most hobbits are deeply suspicious and afraid of the Old Forest, so none would think, even under pressure from the Black Riders, to suggest that Frodo might have gone through the Old Forest.
In other words, they take the least likely route. Interestingly, no one mentions if the Old Forest would be malevolent to those who seek them.