someone posted a nice story in a different thread - before he started going really crazy with the lab and stuff, it looks like he first wanted to get away from a couple of pending lawsuits in the States:

"He was already facing a suit from a man who had tripped on his property in New Mexico. Another suit alleged that he was responsible for the death of someone who crashed during a lesson at a flight school McAfee had founded. He figured that if he were out of the country, he'd be less of a target. And he knew that, should he lose a case, it would be harder for the plaintiffs to collect money if he lived overseas." https://www.wired.com/2012/12/ff-john-mcafees-last-stand/