I think that at a point when there is absolutely no hope left and you are quite sure you'll be dead in 24 hours, there might be a strong instinct to do whatever still holds some sense of personal meaning, and to do it before it's too late. He also said goodbye to the various members of his personal staff just before the end.

He encouraged Traudl Junge, his young secretary to leave the bunker while she still could and save her life. She (on a momentary impulse) answered that she would not leave...and later said that she probably did it, because at that moment she didn't want him to feel completely abandoned by everyone. (He had always treated her kindly.) It is Traudl Junge's own eyewitness accounts of those days that furnished much of the historical information in the movie. She did manage to escape the area after Hitler's death, and got out of Berlin. By all accounts, she seems to have been a nice and rather innocent young woman who simply got caught up in the grand political events of the time when she answered an ad and got hired as Hitler's stenographer.