Under what conditions can a mortgage company located in Missouri file for a deficiency in a foreclosure?

i approached my mortgage company to do a deed in lieu of foreclosure and they refused. after searching the internet i keep coming up with the no deficiency in missouri if i just let the foreclosure happen. i spoke to an attorney and they tell me that is not true that they can try to file a claim for a deficiency. the attorney wants me to talk to his associate about bankruptcy instead. this isn't my primary home so i have no motivation to stop the foreclosure unless i am at risk of a judgement i cannot afford. not sure what to believe at this point.