The government wanted Davis to ask for a pardon, but he refused this, feeling that to do so would be an admission of guilt. Davis actually wanted to stand trial for treason, because he felt certain that he would be vindicated. On May 5, 1867 he was freed on bond at Richmond, and soon after he traveled to a home that had been prepared for him near Montreal, Canada. In October it appeared that he would have to go back to Richmond for a trial, but that likelihood evaporated and he never stood trial at all. He eventually moved to Mississippi and became a businessman.
And this description is largely spin.
Why did Davis' lawyers fight his indictment in the courts for four years if what he really wanted was to go to trial?