He wasn't running without shoes. The article says that his shoes were frozen onto the skin of his feet and couldnt' be removed easily. He just didn't have the right kind of shoes/boots to protect his feet and he was out way too long. It's apparently not clear why he ran off like that but it sounds like an emotional breakdown of some sort from the tone of the article, but there are very few facts about why this happened in the article so it's hard to know.