Science does not overrule divinity.
Therefore, as a divinity, he has the ability to resist being caught at will, even by a Master Ball if he desires. As such, one can conclude logically that he remains with the trainer because he WANTS to (perhaps deeming his trainer worthy, or noble, or something), not because he is forced.
“…Judge not what a man has done, but judge what he could have done if he was a different bloke altogether. For art thou a leper? And a leper can changeth his spots…” --Rudy Wade, Misfits (Series 4, Episode 8)