I think that the primary motivation for leaving with Sophie is that Stingo feels immediately threatened by Nathan.  Convinced of the supposed treachery of Sophie and Stingo, Nathan ends up threatening both of them.  Stingo leaves with Sophie to escape the wrath of Nathan.  Yet, like so much in Styron's novel, complexity exists here.  Stingo might also wish to leave with Sophie to become the new man in her life.  He proposes marriage to her and, in a sense, he seeks to become the new male controlling figure in her life.  Just as Sophie was divided in two with her choice as both victim and victimizer, part of Stingo's motivation to leave with Sophie could be to be both rescuer and imprisoner.  At this point, Sophie is so emotionally tattered that she is a body trapped within the haunting of the past and a future that is irrevocably scarred by it.  Stingo has to recognize this and his desire to save her could also be motivated by his desire to control her for himself.  In this, his motivation, like so many motivations in the novel, is shrouded in complexity and intricacy where nothing is simple and everything is nuanced.