In the midst of expectations that he would flee the country, Gyanendra made a bold decision to stay in Nepal as a normal Nepali citizen, shocking the entire world. Experts had predicted that as soon as the monarchy was abolished, Gyanendra would run away to India for good, fretting for his security.

It was assumed that Gyanendra would follow in the footsteps of Tribhuban, who took refuge from the Rana regime in India, and BP who did the same in 1960 when Mahendra led a coup. In times of political upheaval or threat most seem to take off for India. Maoist leaders took to the security of India during the war and the CPN was actually created in Kolkata. Why Gyanendra on the other hand chose a jungle in Nagarjun over the security of New Delhi remains a mystery. Experts are torn between two possible explanations: either Gyanendra harbours hostility against the involvement of India in overthrowing the monarchy and bringing about a republic in Nepal, or he is skeptical of India's intentions of using him against Nepal in the future. His pride may have been hurt during and after his powers were completely withdrawn, when India refused several of his attempts to tour the country.

Despite those refusals, India hinted, especially through televised media, that it would readily give Gyanendra refuge. He remains one of the few major political figures to have resisted and stayed in Nepal in times of threat to his security. The ex-king's gesture has even been likened to that of bravado and some of his critics say they fear they might turn pro-monarchial.