You are looking for a reason the two Wilsons may have deserted on 14 May 1863. Their regiment was ordered disbanded and was mustered out at the end of April 1863. Nothing tells soldiers they are not appreciated like being told that their regiment is being put out to pasture. Sad to relate that there were strong reasons why the 5th (old) Cav MSM was disbanded based on frequent depredations by its members. Many of its former members later that year continued to commit atrocities against citizens of southern sympathy in Andrew and Buchanan Counties in northwest MO.
At least in MO many deserters were tried by military tribunal and if convicted were placed on hard labor in military prisons in the St. Louis area. Some conditions of desertion resulted in executions, but I think these were not the norm in MO.
Your reasoning about finding MO militia military service records at NARA in Wash. D. C. is sound, but your facts are wrong--fortunately for you! The entire Missouri State Militia (MSM) program was active duty and therefore was federalized. This means that its members were eligible for pensions and their records should be housed in the NARA. Go see your local library to complete a form to send to NARA for their records, or you could hire the host of this forum to research them for you. The Enrolled Missouri Militia (EMM) was primarily NOT an active duty program and, except for four regiments that had battle honors at the Battle of Springfield in January 1863, were not federalized and their records were NOT housed at NARA, but in MO State Archives. Perhaps that is what you were thinking about regarding NARA not having the records. You may have lucked out, but it remains to be seen if NARA can find the correct records for you!
I hope this helps.