Hmm. You have to think abut ths mythologically, not psychologically.

Jack can't leave Halloween, because he is Halloween, just as Santa Claus is Christmas.

Jack in the sleigh is Phaeton trying to fly Helios' chariot. He knows what he is trying to do, but he neither understands nor feels it.

I suggest you read Reaper Man and/or Hogfather. Terry Pratchett explains it much better than I do