I sincerely believe Zelensky was threatened by the neo-nazis not to surrender, ever. I remember vaguely that in the beginning of the war his wife was not in public view, I think she was abducted/held by the neo-nazis to make sure he doesn't leave. I don't think Zelensky has any agency or say in this matter. He does what he is told, all of the stuff about him being like Churchill is just PR.