I think some people who refuse to leave are in a state of shock and/or denial. Here they are living their day-to-day lives, then all of a sudden destruction is racing toward them, but until it gets there it's just an image on a radar loop and it doesn't seem real. It's hard to accept their existence is about to change drastically.
A while back on this thread, I compared staying and waiting to see if Rita would weaken to standing in front of an oncoming car and waiting to see if it'll slow down. I'll take that analogy further and compare people who refuse to leave to a deer caught in the headlights. They see the car coming at them, but they can't believe it, and they freeze instead of jumping out of the way.
Not sure what (of the many) books about the Holocaust I read that in, but for me it had a profound message: when disaster is staring you in the face, let go of the piano!