Fear of Persecution
According to eyewitnesses, Woody said that government authorities in the CIA were pursuing him, and that he expected to be tortured and killed if he were apprehended. He asked for political asylum on the basis of his fears. Some witnesses described his demeanor as shaking with fear. Before and after the shooting he repeated the sentence: "It's a political assassination". The official Brattleboro Police press release (warning: this site may crash your browser) makes no mention of any of the words Woody spoke that day.
Woody, a man who highly valued all life including his own could not be expected to surrender if he thought it would be to fate worse than a simple shooting death.