Even with Leaf's guidance, what transpired after breaking through Pavel's psychological defenses was truly an idea conceived by Gao Guang.
People like Tom working for the CIA, with an entire nation as their backing, naturally belong to a different world than people like Pavel.
Tom could never truly understand an arms dealer, but Gao Guang could because he was one himself, so he knew what Pavel was worried about and what he was insisting on.
Since one has to die anyway, why not gamble and perhaps, just maybe, there's a slight chance to leave the money for his children.
Maybe some of it could be left behind.
Even if he truly couldn't keep any, it would still be better to have the money rot in the bank than to benefit the enemies who harmed him and his family.
Even if the CIA eventually took all the money, at least he couldn't let them have it too easily.