It's sad indeed to see him leave but well that's how it is.
To make the narration follow the real-life he will be insisting on leaving the company to go for Bree and not continue towards the Shire with others.
Now it's up to you to decide what to do with his announcement.
Meaning: you can either let him leave or lynch him. I thought of offering you a chance of forcing him to stay with the company as someone who just stays around... but maybe you have enough things to vote on already.
But it is a nice idea for some future games: if someone needs to leave the game the villagers could vote whether to let the person to stay in the village as dead weight or not instead of just simply modkilling her/him.