The truth is we don't know for sure. All we have are eyewhitness accounts of his body missing from the tomb and tales of sightings of him in the hours and days immediately after the discovery of the empty tomb.
What was going on in Jesus' mind? He knew he was going to die. That was certain. It was Gods plan and he would see it through. So no matter what he did he was going to that end. Then why didn't he use the opportinity to have the "last word".
The Last Supper is one of the most beautiful moments in history, like no other. The entirty of Jesus's ministry is embodied in the details. Jesus used this last moment to conclude all that he taught his disciples, who were now to be Apostles.