Bruce did not choose to leave Gotham.
Although he had learned from Jack that the Dreamscape contained more than just Gotham, and that developing in other cities, acquiring enough resources, then returning to Gotham to compete would be a good approach, Bruce had no intention of doing that.
Main Universe Batman seemed to have already decided to take that path. Bruce could understand his reasoning. Over all these years, Batman had surely tried countless methods to turn Gotham around, yet had never succeeded. Even a fool should have realized that there was something wrong with this city on a higher level.
Batman had poured half his life's effort into it without discovering the source of that wrongness. Joker might know, but he could not say. As for everyone else, they either did not understand Batman well enough or did not understand Gotham well enough. They were of no use at all.
Batman was like someone standing before the wall at the end of a dead end, constantly searching for a crack that might exist. But unfortunately, the source of that wrongness was on a higher level than he had imagined. The Main Universe's story could not end, so Gotham could not be saved.
But now, Batman might have learned through certain intelligence that Gotham in the Dreamscape was not affected by that strange wrongness. That meant the high wall that had always stood before him had vanished. He finally had a chance to save Gotham.
Bruce knew how urgent Main Universe Batman would be. If he chose the same path as Batman, he could only follow behind him. The first person to make Gotham better was a savior; the second would merely be wasting their time. There was no benefit in following Main Universe Batman.
After Jack left, Bruce did