Personally, I have two theories on this. My first theory is that he blew all his money (on useless junk like the statues), and moved out of panic in some attempt to finesse the system, likely with the thought that he wouldn't have to pay for the condo if he just moved. I seem to remember him saying something about "shaking" the condo, whatever that meant. Back in the day, he was making a LOT of money from YT, so it seems weird that he couldn't just pay off the condo.
My second theory is that he had some sort of beef with someone/some people in Connecticut that made him move out so suddenly, or perhaps he was paranoid that he was getting too popular for an area that he considered to be "high crime". After all, he has a history of saying that anyone who's against him essentially wants him dead, and there WERE incidents of people personally confronting him at tournaments, plus the multiple videos online of him raging at tournaments, etc. etc.
It just feels off to move out of a place because of "taxes too high, income too low" when A): You don't rely on the traditional job market anyway, and B): You're going to blow a crapton of $$$ moving cross-country, which is counteractive to your original motive. Then again, DSP has never been good with money-managing, so I'm probably overthinking all of this in general.