I wasn't in London this time, so I can't comment on that, but I've been to many other events with Mika and waited for him after the event. I've absolutely seen him "run away" when the crowd was too pushy (he didn't literally run, but you know what I mean ). The only times when he actually stayed for a while and talked to fans were when people were either respectful and/or there were barriers to prevent us from physically getting too close to him. And sometimes he doesn't come out to meet fans at all, which has almost been a rule after gigs in Italy, where crowds are often big and pushy. (This years' gig in Verona was an exception, of course, since it was a special one-off. Plus, there were barriers.)
As for him going into the crowd, I'm sure that's something he enjoys on some level, but I think it's also one of the "challenges" he sets for himself, as he likes to push himself to do things that he finds a little uncomfortable. One event I remember vividly is a taping for CasaMika that was done in Rimini in 2016, where he spent some time dancing in the crowd of fans. He left really quickly after the taping, and later he said in an interview that he had never had as many people touch his butt as he did that day (and he said it sort of jokingly, but you could definitely tell he was actually put off by it). I really find it appalling that anyone would think it was okay to touch him that way on purpose.