Why would he flee? Because he led the nation of Venezuela to economic ruin.

He no longer has popular support in Venezuela, nor internationally. The only way he can prop up his regime is by relying on support from other autocrats.

The smartest move he could make is plundering whatever money he can and moving somewhere with weak extradition laws.

Staying in Venezuela is risky because his regime continues to become more and more unpopular, so has to rely on more and more brutal methods of suppression.