Couple of reasons, since the invasion of the USSR in 1941 German treatment of Soviet prisoners had been horrendous, kept in wire enclosures until they starved, succumbed to disease, or were simply summarily executed (among the first victims gassed at Auschwitz were Russian PoWs). With no quarter given on the Eastern Front it could hardly be asked. Wehrmacht soldiers rightly feared Russian vengeance, after what had been done in the occupied territories of the USSR, and knew that capture would mean heading for forced labor in Siberian gulags, if they were not shot out of hand. Many, if they survived, weren't released until the '50s.
Treatment of PoWs from the western allies was - comparatively speaking - much better, as was their treatment of German PoWs, although there were incidents of brutality on both sides they nominally adhered to the Geneva Conventions on treatment of PoWs (to which the USSR was not a signatory). A commander of the 352nd Volksgrenadier wrote to the families of six men MIA, "The Americans opposite us have been fighting fairly, they have treated German prisoners well and fed them. If your husband is a PoW, you will probably receive news of him through the Red Cross." It got him in trouble with the party for suggesting that captivity was a tolerable state. Compare this to the Eastern Front, where the wretched prisoners taken by the Red Army were known as Stalinpferd, a Stalin horse.
The western Allies treated the surrendering forces MUCH better than the Soviets did. Surrendering to the Soviet forces meant years spent in Siberian prison camps and many German soldiers died before they got back to Germany 5-10 years later. They knew the Americans and British would put them in a decent camp, treat them well (remember many German prisoners had more privileges than African American soldiers) and the vast majority were released within weeks or months of the war being completed. Americans especially had a tendency to view Germans as the most "American like" of the enemies they faced during the war. So basically, better treatment, shorter time in "prison", and a less likely chance of dying.