Well, Peyton Manning certainly wanted to go for the undefeated season. When he was taken out in that Jets game, he never sat down and never took his helmet off. He knows you only get one shot in your career at a perfect season and immortality. He had already won MVP and a superbowl.
Maybe if Dungy was still the coach, they would have gone for the perfect season. He had already won a superbowl.