Just guessing but it's probably because of the alleged death threats he and his children have received.
He has been living in a thieves den. He can't trust anyone in his immediate group or for that matter, anyone outside of his immediate group.
The British would be doing him a huge favor by keeping Assange under arrest for his own protection.
“He VOLUNTARILY went to a police station? WHY?”
By British law, when a warrant for arrest is issued, he must surrender to the police 24 hours after informing them about his address.
If he didn’t, one more charge would be added.