Matthew uses a strong word for ‘leaving’. This was not just a detail of his itinerary, but the Lord was leaving behind the place where he had grown up.
Without the revelation of God we can never find light for ourselves or manufacture our own light. Just as we do not place the sun in the sky, so neither can we bring the Son of God into the world to teach us. The fact that he has come to visit mankind, and that he is willing to teach us and not immediately judge us, as we deserve, is grounds for hope and rejoicing.