Because wearing one is embarrassing. It makes him feel as though he is being treated like a criminal.
Of course, he is being treated far better than most suspected criminals would be but wearing that tag makes him feel like he’s being treated like some destitute shoplifter when, of course, he is a rich and important man. He shouldn’t be treated like a common criminal and he really doesn’t like it.
I think that’s all it is. No great flight plans. Why would he bother? It’s not like he faces more than a few pleasant years in some cosy private prison for rich white people.