There was a lot of shit going down from the time that Nazo had started his shift at his job to what could only be described as some type of invasion. Or a revolt. Nazo really couldn't make heads or tails of it. .Nazo definitely didn’t want to be caught in the middle of that. He was what some would call a neutral party in this war between the Empire and the so-called Rebels. He didn’t want to get involved unless he felt that either side would affect the way he lived his life. 

Nazo didn’t feel like just cause there was an invasion-type of deal currently happening that he had to go out of his way to actually defend the Leaf. Granted, he loves the hell out of his home, but he didn’t want to be one of those guys that attack, attack, attack. Besides, he’s a planner, and he already knew there were some pretty wonderful shinobi in the village. Another reason why he chose to go to the bunkers and not fight was cause he feared someone would recognize his style. He has a very unique skill set that anyone with half of a brain would be able to tell that Nazo is of the Yagami Clan. He really doesn’t want that to be known to the public given that there very well may be another member from his Clan here in the village. Let’s just say that Nazo doesn’t want to encounter this maniac.So, Nazo chose to take shelter in the bunkers. He knew it would help him keep his identity hidden and even more important, he would be able to stay out of the cross-hairs of whoever it was that started the shit that is going down. It isn’t the most honorable choice, but Nazo knew that in the long run, it would eventually be the smartest plan for a man of his nature.