In the end of Avengers: Age of Ultron we get the new roster of Avengers and this is not a new thing, it always happened in comics and cartoons.
But it's due to a major character leaving from the current roster. I can understand why Iron Man left or Thor or Hawkeye but why did Bruce Banner/Hulk leave the Avengers?
I believe his major motive behind this was he did not want to endanger anybody.
He was very wary when
Natasha tries to get intimate with him. He isn't very comfortable with this, and is trying to protect her from the "other guy". He also says to the effect that he trusts her, it's the "other guy" who he doesn't.
We have seen this in the past as well.
Please note that in both cases he leaves everything in an attempt to save people from the potential wrath of the big green guy.
I believe that is something he does at a personal level. He doesn't want to endanger people around him. We hear this from time to time.
Remember, in Avengers he says
The last time I was in New York I kinda broke Harlem...
This clearly shows some level of remorse. Also,
Natasha Romanoff: You want to think about removing yourself from this environment, Doctor?
Bruce Banner: [chuckles] I was in Calcutta, I was pretty well removed.
P.S. - Original answer on Sci-Fi SE.
Here's my take on what happened:
Hulk, or rather Bruce Banner, after Scarlet Witch messed with his mind and made him go berserk, realized that there's no place for him on Earth. He even says, "Where in this world am I not a threat?" So after defeating Ultron, he decides to leave.
However, I think Joss Whedon and the Russo brothers had a different motivation behind this—they knew they had to make Civil War next. Any team that included the Hulk would be the clear winner.
It also helped that Thor: Ragnarok was following the Planet Hulk storyline so it all turned out well.
Main reason could be that he wanted to avoid harming anyone anymore..
Bruce always tries to leave and keep human contact at minimal. We can see this in previous installments,
(points 1 and 3 are not related to the Marvel Cinematic Universe. Anyways, just a point on Bruce's life)
In all of the above scenarios, he did what he did because of the Hulk/The other guy could be a danger to people around him. He just wanted to avoid harming innocents.
There are some quotes in film which may illustrate his state on Hulk's actions and how he himself suffers from them.
To Tony Stark,
The last time I was in New York I kinda broke Harlem...
About stressful events, world ending, world being needed to save moments,
Well, those I actively try to avoid.
Hinting about how dangerous Hulk can be,
Sorry kids, you don't get to see my party trick after all.
There are also some quotes from the movies that shows his remorse on Hulk's actions.
So your saying that the hulk... The other guy saved my life? That's nice. Ya a nice sentiment.
.
You wouldn't like me when I'm angry.
.
Natasha: You want to think about removing yourself from this environment, Doctor?
Bruce: [chuckles] I was in Calcutta, I was pretty well removed.
I strongly believe that Hulk leaving towards the end has to do with Natasha Romanoff and Bruce Banner's romance in the middle of the movie. Their plan is to leave The Avengers and free from responsibilities and go somewhere and live happily but they both know it'll not turn out as they planned, especially Bruce, he mentioned from his very own words that Natasha won't have a future with him (I don't remember the exact words but they conversed in Hawk Eye's home.).
And this is not the first film showing us that Bruce/Hulk having intimacy issues, in both of the previous movies, Bruce always tries to stay away from Betty to avoid hurting her and even he tries to become normal human for Betty.
Shortly, This is what Hulk does, stays remotely, away from loved ones because he's afraid that he might hurt them when he turns into a big green guy.
The reason he was always alone in the beginning is the reason he left.
The Hulk is a danger to others, Bruce cannot control the Hulk, therefore the Hulk must remain separate, apart, from humanity.
It was only through the huge efforts of the Avenger's team that they were able to convince him that they could prevent his rampaging.
Ultimately he found people he could trust which would allow him to be productive rather than destructive. It was a new opportunity for him to conduct meaningful research, work closely with others, and be a part of humanity again. This is the dream he's been fighting for, meditating for years, trying various experiments to allow him to control the transformation, and if not that, then remain in control and conscious while the Hulk.
The Scarlet Witch taught him how little all of this effort did and how easily he could still be manipulated into causing great suffering and death.
The solution has been, and always will be, to run away from society, and that's what he concluded once again.
That he did so, as the hulk, suggests that he's still very blind to how far he has come in controlling the Hulk, and how much he's throwing away by running. He should be running to his friends, not from them.
