Paul would not have gone because he would have feared eminent danger, imprisonment and hurt.
If i were in the situation, having lived the reality of seeing the inhumane torture and persecution of y fellow man, I would have tried to dissuade him like his friends did, because I would also have thought that God would not have sent him into direct danger. However, from the outside and with knowledge of the testimonies of God's work ,, I can look at the bigger picture and think otherwise.
It takes a level of maturity indicative of an intimate relationship with God to harness that kind of blind trust. Often , the easy way does not help us to grow stronger, plus we can lose great opportunities in Ministry.