Its because he has such a long lifetime that he's letting people live their own lives without him. If he stops and stays with every single person he cares, he would not be able to live his own life.The people that he cares about are going to pass much sooner than him anyway, so might as well spend as much time with them as possible before they die.
MC should just stop wasting so much time travelling. Are you telling me that with all his power and knowledge, the best means for travel that he can come up with are walking and riding a horse?