Leo stayed because he was under the influence of the hysteria that was going on. That could be explained by the fact that Leo was sure that Chase was with him in his room when in reality, Chase was taken to the mines by Brian. The "Chase" that Leo was talking to told him that they were gonna be together, that he would stay with him in Echo, but it was all in Leo's mind.
He didn't want chase to leave, so he pulled him off the train. But if you pick "It's over", Leo stays in Echo, heartbroken.
I know, that was my first ending, so I cried a lot after. And it also brings a weird feeling in my chest when I remember it. Like Leo said in Flynn's route when in Chase's old house: "I get this feeling in my chest, like a dread, you know?"