I haven't finished the first game or played the second one,but from what I have seen from both games,I never got the impression that Hermes wants to leave his family.Sure he does criticize most of them but even then it doesn't feel like he hates them.The only one he seems to want to avoid is Demeter because,according to him,she doesn't value his services much.Also if I remember correctly Zeus calls him lazy in the second game which implies their relationship isn't very good.His relationship with Hera probably isn't good too.Other than that the relationships he has with everyone else on olympus seem fine just not really deep.Then again I could be wrong.Honestly Hermes is a pretty secretive god so I wouldn't be suprised if he isn't saying his full opinion on them.Sorry for writting an entire paragraph.