From what we know, it appears that Chen may not have wanted to be released from the American embassy, but neither he nor the U.S. had any real choice.
Update, 11:00am EST: The AP is now reporting that Chen "was told Chinese officials would have killed his wife had he not left embassy." He also "says he now wants to leave China, fears for family's safety." Sadly, this would seem to confirm reports this he was intimidated into leaving the U.S. embassy. Now that he is back in the hands of Chinese officials, it seems extremely unlikely that either he or his family will be able to return to the embassy.
Update, 11:08am EST: Nicholas Bequelin of Human Rights Watch reports, "In briefing to human rights groups senior US gvt officials said that they were counting on NGOs and the media to track Chen's well-being." In other words, the U.S. is conceding that it can't keep Chen safe.
Update, 11:38am EST: This photo appears to show Chen in the U.S. embassy in Beijing about 17 hours ago, or roughly 7 a.m. local time (it's now close to midnight). To the right is U.S. Ambassador Gary Locke, and very-senior State Department official Harold Koh to the left. Koh's title is "legal adviser" but, in practice, he works very closely with Hillary Clinton on high-level issues. The group's cheerful body language is a reminder of how drastically Chen's situation has changed over the course of the day.