It's plausible that this is all a scheme to evade capture. Disband the current organization, (get rid of a few people who you've wanted to jettison anyway), and then set up shop afresh elsewhere. It sends the message to whoever's looking for you that the whole thing has been burned to the ground and there's nothing to raid or seize or shut down.
Possible, but there is too much a chance that the cops already know who you are and just need to gather evidence in a form they can take to court. By shutting down they ensure that no more evidence is gathered. By starting a new organization they can't be sure that they aren't still being watched.