In most circumstances, this would be cause for alarm.
With him, it's cause to think "Oh, he's going to be a party and a half once he comes back".
Why did he leave?
My mother caught him opening a can of soda in his room. This escalated into a fight over rules of the house (you live in the house, you follow the rules), and in typical fashion he declared "OK FINE BYE" and stormed out the front door.
edit: Jesus. Apparently he threatened to call CPS on my parents.
And yes. This was all about him opening a can of soda in his room.
It would be somewhat discouraging to know that you now had the police on you, and the fact that it goes on your permanent record essentially screws up any of your future job plans, and the fact that once the police did find you, they'd cart you back to square 1.
Something being "illegal" doesn't have much effect on kids. You'd have to lay out exactly what you just did, and even then, a lot of kids are too determined to rebel to really give a damn that "the cops will find them." As far as they're concerned, they're invincible.
Perhaps at first, I'll admit to taking an hour-long walk myself, but the more your head clears up, the more you come to realize that you are in fact not invincible, and that without a source of income you're screwed beyond recognition.