They could escape at any time they wanted but they voluntarily stayed both to do espionage and also to help any new POWs escape.

Supposedly, the show became popular in Germany in the 1990s! They had to edit all instances of "Heil Hitler" to say "Schneil Shnitler" or some other nonsense phrase, as it was either illegal or very bad taste to say "Heil Hitler".

There was originally supposed to be a theme song but AFAIK it was never aired:

Heroes, heroes, husky men of war,
Sons of all the heroes, of the war before.
We're all heroes up to our ear o's
You ask questions
We make suggestions
That's what we're heroes for.

All good heroes love a good, big fight
Open up the bomb bays and brighten up the night.
We applaud the people who laud us,
You pull the roses,
We punch the noses,
That's what we're heroes for.

What's a hero do?
Well, we're not gonna tell ya
Cause we wish we knew.
That's why we heroes are so few.
We've got a slogan
From Colonel Hogan
And Colonel Hogan's a hero too.

Never flinch, boys, never be afraid,
Heroes are not born, boys, heroes are made.
Ask not why, boys, never say die, boys,
Answer the call, remember we'll all be heroes forever more.