Saddam Hussein was probably in the same boat when the same neo-cons/neo-liberals wanted regime change, Iraq was given the chance to hand him over but he chose to stay put.
Taking flight from the capital didn't work out for Gaddafi, sometimes the hardened bunker under the known palace is the only option. Moving is tantamount to resigning in a game of chess.
Instead word reached Paris that the Germans had penetrated 150 miles into France and the French government panicked and fled, and that's how Rommel invented blitzkreig. Churchill would have been perfectly well aware of what happens when the government abandons its capital. The French are still suffering from that reputation even today!
Not sure because it's close to the Thames, or because there might be a Tube line close by.