Once Dill gives up his wild tale of being left to die in a basement in Meridian by his step-father who chained him to the wall, the sad truth emerges. Dill ran away from home because he felt so unloved and unwanted. He said, "[T]hey just wasn't interested in me." Dill was neglected and ignored at home by his mother and her new husband who effectively excluded him from their lives. They bought him whatever he wanted, but soon shuffled him out of their way. Lip service was paid to their love for Dill, but little else, and he recognized the difference.
Furthermore, Dill felt their basic disapproval of him as a person: "You're not a boy. Boys get out and play baseball with other boys . . . ." The saddest part of Dill's situation is that it has made him feel so worthless. He confides to Scout, "The thing is . . . they do get on a lot better without me, I can't help them any." Dill ran away to Maycomb because Jem, Scout, and Atticus are the only real family he has.
Dill runs away from home because he is un wanted and is put in a basement by his step father. They made him feel like a nobody and this was the opposite with Scout and Jem and Atticus. Even though that was not his biological family, that family gave him comfort and happiness like a true family should.