I mean retire
They make millions then go in hiding in one of the busiest holiday destinations
I guess its the lifestyle they crave, they cant let the "Mr Big" title go.
They fear retaliation from their enemies or that it will make them look like they are snitches and get handled by their own people. Once one go civilian mode, his enemies will be very motivated by the fact they can kill him with no consequences.
The same goes for dictators that never want to step aside.
The best option is to stay at the top and have their back covered.