That would be true of most rational people, but as someone on Fox was saying in the last few days (Brit or Tony?), Saddam is not very smart when it comes to making military decisions and always overestimates his own abilities. Also he never has a realistic perspective because his officials are all afraid to tell him anything he doesn't want to hear. So if he really thought this bunker was impenetrable (and underestimated US intelligence capabilities) he might have brought his sons there for the first night after the deadline expired.