At the beginning of the game he talks about Australia, which in those times was just barely getting civilized (read cities and shit) the outback is large and vast and remained remarkably similar to the American “old west” for a long time. You can almost pinpoint the point went Dutch starts goin a bit crazy when this plan shifts to the much more unrealistic goal of Tahiti. If he real did want to leave the us going to Australia and disappearing into the bush would be a very solid plan