The idea of "Not wanting to win" isn't new to Azula. She knows that Shepard never intends to actually win, and it's likely neither does Sam. The Initiate might still have hope of it. But ultimately Azula has been banking on the hope that if she can get her tributes to the final round they will have no choice but to win or die horribly. No heroic sacrifices left.

"Well that is easy enough. But it's much more difficult to keep you alive if it appears you're not even trying. And even if you aren't furthering my goals..." She hesitated and her eyes slid across the room to see who else would over hear. Only a couple attendants folding towels.

"I've grown rather fond of you and don't intend on letting you die if I have any say in the matter. So I'm afraid you're stuck."