Because of his world's destruction leading to the absence of his connection to the core of the Source Energy, he was put in a situation where he had to assimilate to a new Source Energy to maintain his Pathway's Progress.
Moreover, due to refusing their offer, the Divine World thought of killing him rather than letting him leave their world. Luckily for him, he successfully escaped that Divine World.
With his world destroyed and his Source Energy on the verge of fading away, he lost a place to return to. That's why to continue living, he traveled from world to world, assimilating their Source Energy before jumping to another world before his pursuers catch up to him.
Naturally, those worlds he passed by were also destroyed by the Divinity sent to catch him.
As to how he managed to lose them from his tail, settle to a world and prevent from being sniffed by that Divine World, it's a secret he's keeping to himself.