Then the SecUnit said, "They're coming. You have to go." This is the one of the two you gave the code to, ART-drone said. It's disabled its governor module. [...] Then I surprised the shit out of myself and said, "Come with us." It stepped back. "They don't know." They didn't know about it. It was going to do what I had done, pretend to keep doing its job.
-System Collapse, page 223
My theory as to why this SecUnit didn't want to come with is not because it would mean tagging along with Leonide during the escape (though that would be awkward), but because it couldn't abandon the other SecUnit that Murderbot gave the code to.
Three seemed to feel some sort of attachment toward the other two BE SecUnits it was originally deployed with. Maybe these two SecUnits feel a similar way about each other, or at least when they became autonomous they figured it was better to try to stick together.
Either way, this SecUnit isn't leaving without its partner.