People leave jobs for "no good reason" all the time!
The guy is far from unemployable - maybe he just fancied a sabbatical of 6 months to a year in Italy [Dubai is a cultural as well as a physical desert! You need a break from it, trust me] - and then he can go and find a "real" job somewhere else again!
This guy certainly has no crystal ball. There is no way of currently knowing what form Alitalia will take - if it isn't wound up - or whether and which staff (especially in higher management) would survive whatever transitions occur, should Alitalia continue in some form.