What Happened to Robert Englund in Wes Craven's New Nightmare?

In the movie, Robert Englund, as himself fled LA after everything got really weird, Heather tied to call him but got his answering machine saying that he had left and would be gone for a long time. They never showed him leaving and his last scene as himself was the phone call at his home.

Obviously they did this so he could play Freddy Krueger to his fullest extent and not worry with dual-roles.