There are a number of other possible explanations for that detail. For example:
So, design a better test. What prompt would activate the System 1 you describe as 'keep your head down, do what you're told, they must know what they're doing' and not activate System 2, like the "You have no other choice" statement?
I think nigerweiss is asserting that "The experiment requires that you continue" activates System 1 but not System 2.
Here is a paper in PLOS Biology re-considering the lessons of some classic psychology experiments invoked here often (via).
Contesting the “Nature” Of Conformity: What Milgram and Zimbardo's Studies Really Show
To me the crux of the paper comes from this statement in the abstract:
Plus this detail from the Milgram experiment: