So you know that scene at the end of Butch Cassidy and the Sundance Kid, when they are surrounded by the entire Bolivian Army and run out from cover and we don't see it but we hear the guns firing? You know the part.
Well, I figured old Blago has watched lots and lots of old Westerns and he's seen Butch and Sundance about 20 times. And he knows it's helpless and he's going to lose his job and more than likely go to jail.
So instead of staying in Springfield and fighting impeachment, he's breaking cover and running out into the hot glare of the national media like it was the Bolivian Army. And instead of a hail of gunfire, he's going down in a blizzard of really weird TV interviews.
Because in the end, he's not a gunfighter. He's a corrupt pol who's going to jail.