http://www.ccel.org/ccel/mcgarvey/gospels.vii.xliii.html
After these things a when Jesus heard it [Heard about John's death], c he took them [the apostles], and withdrew a thence c apart
John’s disciples are trying to mobilize the people to declare Jesus as the rightful king and political messiah that they have been waiting for. This is not where Jesus wants to be, so he takes his disciples and leaves.
Note: if the circumstances are not what you want them to be, there’s always an out. In this case, it was to leave. Jesus didn’t try to stay and argue with the crowd or with John’s followers. He just left the scene.