Why?

I have no idea.

He wouldn't tell me (in anything resembling English).

But he insisted in wearing his hat with his PJs this morning.

He didn't stop to put it on when SWMBO and I were leaving this afternoon .... he just made a break for freedom and legged it down the road.

Didn't even put on his coat or pack a bag.

At least his mother packed a bag and a sandwich when she left home for the first time (aged 6 or there abouts)