Trivia: The film was released as "Dennis" in the United Kingdom in order to avoid confusion with the British comic strip character, "Dennis the Menace."
Trivia: Five years after this film was released, Christopher Lloyd—who plays the film's villain, Switchblade Sam—starred in the made-for-TV film "The Ransom of Red Chief," where he played a similar role: a criminal who kidnaps an unruly young boy who ends up turning the tables on his captors. Funny enough, Lloyd in that other film was also named Sam.
Answer: Because of what George said to him in the house after he was robbed. He hurt Dennis' feelings so he ran away.