Macduff doesn’t spell out exactly why he made the fateful decision to take off south of the border to England and leave his family behind, thus placing them in mortal danger. The most reasonable explanation would be fear. Macduff is a rival to Macbeth, and Macduff knows that the tyrant king will stop at nothing to destroy anyone he perceives as a threat.

But Macduff may well have underestimated Macbeth’s capacity for evil. He seems to have thought that it was fine to leave his family behind, as not even Macbeth would stoop so low to have them wiped out. Yes, Macbeth's a bloody tyrant, he may have thought, but surely not even he would go so far as to order the brutal murder of innocent women and children? Suffice to say, this was a major miscalculation on Macduff’s part, with tragic consequences for his family.

Whatever the reason for leaving his family behind to face the wrath of Macbeth, Macduff’s now more determined than ever to play his full part in toppling the tyrant king from his blood-stained throne. And it’s somewhat fitting and proper that it should be Macduff himself who wields the fatal blow that finally brings Macbeth’s despotic reign to an end.

Macduff never explicitly states the reason he left his family behind in Scotland while he fled to join forces with Malcolm in hopes of returning home and defeating Macbeth. In act 4, scene 2, Lady Macduff questions her husband's decision to leave them behind at the mercy of Macbeth during her discussion with Ross. Lady Macduff believes that her husband was motivated by fear to flee the country when she tells Ross,

All is the fear and nothing is the love, As little is the wisdom, where the flight So runs against all reason. (Shakespeare, 4.2.12-14)

In act 4, scene 3, Macduff attempts to persuade Malcolm into challenging Macbeth and taking back his rightful title. Malcolm then asks Macduff why he left his family behind and at the mercy of Macbeth. Unfortunately, Macduff does not directly answer Malcolm's question and says,

Bleed, bleed, poor country! Great tyranny, lay thou thy basis sure, For goodness dare not check thee. Wear thou thy wrongs; The title is affeered.—Fare thee well, lord. I would not be the villain that thou think’st For the whole space that’s in the tyrant’s grasp, And the rich East to boot. (Shakespeare, 4.3.33-39)

When Ross enters the scene, Macduff immediately asks him about his family's well-being. When Ross ends up telling Macduff that his entire family has been murdered, Macduff responds surprised. He then blames himself for their deaths by saying,

And would not take their part? Sinful Macduff, They were all struck for thee! Naught that I am, Not for their own demerits, but for mine, Fell slaughter on their souls. Heaven rest them now. (Shakespeare, 4.3.231-234)

One could argue that Macduff decided to leave his family behind and flee Scotland because he underestimated Macbeth's malevolence and did not think he would murder his wife and children. However, Lady Macduff may have been correct with her assessment of her husband. Macduff may have fled because he feared Macbeth and knew that he would surely die if he stayed. While Macduff certainly traveled to England to persuade Malcolm into returning to Scotland, his reasoning as to why he left his family behind remains up for debate.

In Act 4, Scene 3, Malcolm asks Macduff this very same question. He does not understand why he left his wife and children unprotected. Unfortunately, Macduff does not provide any answer, so we cannot rely on the text for some explicit evidence. However, there are some implicit clues in the play which can potentially explain the reason for his flight.

Firstly, Macduff leaves his family because he is deeply perturbed that his beloved Scotland keeps suffering under the tyrannical rule of Macbeth. His love towards his country is the primary reason he has to leave his family:

 Bleed, bleed, poor country!
 Great tyranny! lay thou thy basis sure,
 For goodness dare not cheque thee: wear thou
 thy wrongs;
 The title is affeer'd!

He is disillusioned that no one good and virtuous will stand up to Macbeth, so we may interpret this as his clear desire that he is ready to confront Macbeth with the potential help of Malcolm.

Secondly, in Act 4, Scene 2, when Lady Macduff accuses her husband of betrayal, Ross proclaims that it is not certain whether he left out of wisdom or fear:

 You know not
 Whether it was his wisdom or his fear.

This can be interpreted in various ways. It could be both fear and wisdom motivating Macduff to leave his family. He may fear that his country will suffer even more if he does not do anything to prevent that. And he may also find it wise to try to persuade other brave and virtuous people to fight against cruel Macbeth. 

Thirdly, we may assume that Macduff also leaves his family because he thinks they will not be maltreated by Macbeth. This can be explained by the textual evidence we gain from Act 4, Scene 3, when Ross announces that his family has been murdered. Macduff is completely astonished to find out about this. This display of shock and disbelief may support the claim that he thought his family would be safe:

 My children too? My wife kill'd too?...All my pretty ones?
 Did you say all? O hell-kite! All?
 What, all my pretty chickens and their dam
 At one fell swoop?

He then announces that he cannot believe that his most precious things  have been taken away:

I must also feel it as a man.

I cannot but remember such things were

That were most precious to me. Did heaven look on,

And would not take their part?