Gitano left because Jody's father made it quite clear that he was not welcome to stay.  Carl Tiflin "didn't like to be cruel, but he felt he must", because he couldn't afford "food and doctor bills for an old man".

Gitano appeared on the farm one day with only a small sack of belongings.  He announced that he was born there, and has now "come back".  Old and frail, he had come home to die. 

Carl Tiflin told Gitano to go to his relatives and friends, and not to "come to die with strangers", but Gitano was insistent.  Tiflin said that he could stay for one night only, and after breakfast would have to be on his way.  In conversation with the old man, Jody asked if he had ever been to the Gabilan mountains, and although he did not at first want to talk about it, Gitano remembered going there with his father, and that it "was quiet...nice".

In the morning Gitano was gone.  He had been seen riding Easter, an old horse who was also aged and useless, and carrying a rapier given to him by his father.  Gitano was headed "straight back into the mountains".  The implication is that, not being wanted on the farm, the old man and the horse are going to the mountains to die, the great "mysterious" mountains, with "ranges back as far as you could see, but behind the last range...a great unknown country" (Part II).