I believe that he did. But like many who are unfortunate health-wise, there are two phases that come with such. Denial (i.e. The numerous accounts of Aleksey attempting to ride a bicycle, play with other boys his age...which leads to his disdain for his condition. "Why can I not be like other boys, Mamma?"), and Dare (much like the Denial stage...except it is more risque and at times dangerous. i.e. Spala, Tobolsk.)
He never wanted his condition to forever limit him indoors. And that is easily understandable. So, he attempted to rebel against it, and was defeated every time. As if life and the constant reminders from his parents weren't enough.