One possible reason could be that he felt misunderstood. In the village, Naruto was often ostracized despite his good intentions. Maybe he got tired of trying to prove himself and just ran away. For example, when the villagers still saw him as the nine - tailed fox rather than Naruto, it might have pushed him to leave.
It would create a sense of panic. Naruto is a very important figure in Konoha. His strength has been crucial in protecting the village. Without him, the villagers would fear attacks from other villages or threats from the Akatsuki. For instance, if the Akatsuki knew Naruto had left Konoha, they would likely see it as an opportunity to capture him more easily.
One reason could be that he feels misunderstood by the villagers. Despite all he has done for Konoha, some still hold grudges or are afraid of his power. Another might be that he wants to explore the world on his own terms, away from the responsibilities and restrictions of Konoha. Maybe he also feels a sense of loneliness there, as he has lost many important people and the village constantly reminds him of those losses.
One possible reason could be the pressure he feels in Konoha. Naruto has always been an outcast in the village to some extent. People used to fear and shun him because of the Nine - Tails inside him. He might feel that running away would be a way to escape all that negative attention and find a place where he could be himself without the constant reminder of his 'otherness'.
Naruto could meet the Raikage in this fanfic. The Raikage, being the leader of Kumo, would surely take notice of Naruto's arrival. They might start off on a tense note, as Naruto is from a different village, but later develop an understanding.
From a security perspective, Konoha would be weaker. Naruto is a very powerful ninja, and Hinata is no slouch either. Their skills and abilities would be missed. Enemies might see this as an opportunity to attack Konoha. Also, Naruto has been a symbol of hope for the village. His departure could lead to a decrease in morale among the villagers. They might start to feel less secure and more pessimistic about the future.
It could be that Naruto has some sort of conflict with the people in Konoha. For example, he might have been wrongly accused of something. So, he runs away to Kumo. In Kumo, he might meet new friends and allies who help him prove his innocence and also improve his ninja skills.
Kakashi could be another one. As Naruto's former sensei, he knows Naruto's capabilities and potential. He would try to stop Naruto from running away because he believes that Naruto has a future in Konoha and running away isn't the solution to whatever problems Naruto is facing.
Another reason could be that Naruto is being targeted by a powerful enemy within Konoha. He doesn't want to put his friends and the village at risk, so he runs away to draw the enemy away from Konoha. This would show his selfless side, sacrificing his own safety for the greater good of the village.
Shikamaru might be sent to find Naruto. He's known for his intelligence and strategic thinking. The village elders might trust him to be able to track Naruto down and either convince him to come back or at least find out his intentions. Shikamaru also has a certain respect for Naruto and would understand his motives to some extent.