The Germans fought on to buy time so that advanced weapons such as the V-2 Rocket and jet aircraft could be more widely used. V-1 or V-2 Rockets armed with atomic war heads would have changed the direction of the war completely and may have spelled disaster for the allies, especially Great Britain.
The Germans also tried to transfer a V2 to Japan, via U-boat, with a view to having them use it with their (turns out, unsuccessful) A-bomb. The port the Germans were going to use fell to the Allies while they were en route, and they were captured when they surfaced.