Yes, setting. I mean, No.6 is basically war, isn't it? With all the trauma going on and such. And even perfectly
normal people snap and hurt the people they love the most under stressful situations like these. Imagine Nezumi with his less than social upbringing.
I never wrapped my mind around it that Nezumi left to grow up, really xD I mean, I don't doubt that he
had to leave and grow up and that he probably
would have done more harm than good and he would have found a way to completely
**** up his relationship with Shion with those not-so-good coping mechanisms he developed all on his own.
I personally think he (as in: what he thought) left because it was the only thing he ever looked forward to when No.6 wasn't anymore. He wanted to leave that place and go somewhere else; see the world and leave the demons of the past behind (hence, leaving Shion behind; wouldn't be the first time he equals Shion to No.6 after all ...). Ironically, it's obviously not what he wants from his life anymore and therefore, he still clings to the past by leaving. And that's why Shion keeps haunting him.