Just a reminder, Nezumi is highly intelligent, and I can tell that he made acquiring knowledge a coping mechanism when he faced the aftermath of survival.
It's so powerful because Nezumi lost all reference to what life was when his tribe was burnt to ashes, yet in his genes, the need for culture is deeply printed, and he believes Shion could survive if he holds to this same need.
He was a traveler before the idea was put in his head by the musicians passing by West Block. Nezumi knew there was so much more to life than guilt or sorrow because he had already experienced it. It was on his bone, part of his skin. Something that neither trauma nor fire could take from him.
Forgetfulness wasn't his excuse to give up. Nezumi kept on living because there was a lot to learn, a lot to explore, a lot to understand, and a lot to experience. He shouted inwardly and held to: Life has meaning because another world is yet to be met.
He wasn't terrified but eager to discover, grasp, and walk on it. Whatever that meant, since he didn't have any other sight than cruelty, betrayal, and death. He hoped on the different worlds he found casually in a book or maybe looking at a beautiful flower blooming between rocks.
Due to this hope and his soul's nature that can not be washed away, not even by the stains of blood, Nezumi could build his own collective from scratch. He has the brains, the values, and a broad understanding of the morality spectrum to set rules and, eventually, laws. But first, he needs to get out there and meet people akin to his intellectual thirst and art hunger, which confirms my personal view that Nezumi is a social butterfly!
He enjoyed his conversations with Shion because someone could finally meet him, talk back, challenge him, and add on. Constantly, continuously. No one ever did that for him—with him. His Gran and Godfather just kept on babbling about vindication and revenge, not giving him the opportunity to estate an opinion. He was meant to take vendetta on the world, and that was it.
Then, when he was alone with no one influencing his thoughts, he was in a terrible place. In a society like West Block, knowledge might be considered a threat since muscles and how to defend your territory and yourself is the only thing that matters.
If Nezumi had wanted to express himself intellectually, he would have been beaten to humiliate and degrade him. While these aspects are not detailed in the novels, I can confidently say that if Nezumi had wanted to express himself femininely, he would have been abused. Through Rikiga, we can see that despite the acknowledgment of talent in his work as Eve, he was mainly sexualized. Nezumi understood the powers of his looks and called his own legs money maker because sex is a big business in the town, and for sure, everything is done through the lenses of desperation. Nothing healthy about it or that you could take pride on.
Nezumi didn't have anyone to share his interests with, and even attempting to discover if someone did, risked his life. Not precisely by losing it but by going through hell repeatedly, which equals being broiled alive again. We see that the idea of suffering for Nezumi roots in that experience, and it's wise he doesn't want to get closer to it by any means.
Nezumi was closed off from Shion because he learned that keeping himself to himself was the way to survive. He isn't an edgy teenager who wants to be cool by being mysterious; he is afraid being open would wound him or, even worse, would worsen the scar on his back.
Again, here we are, with the fact that when Shion got closer, either with questions or intuition, Nezumi would be irritated to the point that he'd be violent because he was defending himself as he would on the streets. As he would need to do with West Block and No. 6 citizens because both parties have chased him down one way or another. With no breaks. Really.
Ever since the genocide happened, Nezumi's soul has been screaming to see another world. It's very well deserved. However, Shion alone wouldn't break the layer Nezumi has been protecting himself with. Nezumi needs to interact with other societies, different cultures, and new lifestyles.
Those other realities aren't the wall-less No. 6. West Block resulted from No. 6 as No. 6 resulted from West Block. Even when there was a wall between them, both places were constantly influencing each other as the government knew the existence of both, and trying to put a blindfold on No. 6 citizens and an iron wield on West Block's citizens had an impact on how everyone was treated. To avoid a society like West Block, there was genocide. Again, to avoid a society like West Block, there was censorship and brainwashing.
If Nezumi had stayed, he would have been terribly limited, and the concept of freedom would have morphed into a strange necessity to fit in to achieve happiness. To dismiss years of cultural development that could be happening in other cities. In Beyond, we can see that the earth is starting to heal since he bathes in a river in the wild, and not too long ago, No. 6 was still using West Block to dispose of their trash.
No. 6 is still a ignorant city, behind so many alternatives, repeating the same mistakes, and it will take years until it reaches a point where Nezumi can feel content. He has high standards and should search for them, so he can comfortably fit in because he is happy where he's at. It's a dichotomy, but a dichotomy, in this case, is healthy for Nezumi.
He's a rebel, and a rebel needs to have a sharp mind, and you can only have a sharp mind if you educate yourself. He understood this from a young age, and it was about time his heart had that so-needed revolution.
Get out of there and be damn happy under your own concept of happiness!
I am rooting for him and will always applaud his decision to leave.