He didn't really fully explain why he chose Lean over Coq or Agda though.
Now as to why he picked Lean a few years ago as his go-to theorem prover, I do think that would be an interesting backstory. As far as I know he hasn't written anything explicit about it.
[1] E.g., https://terrytao.wordpress.com/2023/11/18/formalizing-the-pr...