行きたくない should be translated as 'I don't want to go', I think? While normally 'I'm not going' is quite similar, but he could be talking about reluctantly going instead of completely refusing to go.
...Hmm.......On patrolBeepSo peaceful.....There have been reports of the evil organization RX appearing somewhere inside the city.Repeat...Move to their last known location as soon as possible!If only a peaceful day such as this would never end...We are calling any active heroes within the vicinity for your cooperation!....don't wanna go...
