I read or saw something about him and someone else who's imprisoned (might have been the documentary about him on BBC IPlayer - but I can't remember). They said something along the lines of: How can we ask Russian citizens to stand up and fight against our government in Russia when we aren't prepared to do it ourselves. They felt like they were being hypocrites.
I imagine he knew this would probably happen. Brave man.
The documentary is quite interesting; it starts when he's recovering from the poisoning and finishes when he gets arrested (from what I remember - it's been a while since I saw it). There's one part where Navalny pretends to be a Kremlin Investigator and phones up one of his assassins; asks him what went wrong and why Navalny wasn't killed when they tried to poison him. The assassin admits everything, not realising he's actually talking to Navalny. Navalny says after: poor guy, they will kill him now (because Putin and the Kremlin were denying any responsibility).