The easiest answer to that question is to simply state that McCandless would rather spend his time alone in nature vs. spending time in civilization and society.
McCandless does not have a high opinion of society, and he is especially critical of governments.
"Hell, no," Alex scoffed. "How I feed myself is none of the government's business. Fuck their stupid rules."
"'Chris didn't understand how people could be possibly be allowed to go hungry, especially in this country,' says Billie. 'He would rave about that kind of thing for hours.'"