I can see why he'd leave his wife, but running off to New York and leaving his unborn child behind seems out of character to me.

My feelings exactly. My personal take on it is: he "left" her and the baby because he doesn't want the company tracking the kid. ...but that's just a theory based only on spoilers. We'll see what I have to say after the encore on saterday, when I won't be working. *snarks*