Why, did people expect him to be an idiot or go Avengers style and fight himself, perhaps with bare hands? Of course he'll go somewhere safe and work from there. That's what leaders all over the world too in such crisis moments, if an attack is suspected.
Wagner claimed a strength of 25k, actual number advancing on Moscow was probably lower. Not a good look for someone who has cultivated a strongman image for decades to be fleeing from that.
