Factual error: Phil departs from the office right after the 5pm news. Punxsutawney is over 90 minutes' drive from Pittsburgh. The sunset in Punxsutawney in early February is about 5.30pm, so by the time they get there it should be completely dark. But it's bright daylight, without even a hint of twilight. (00:05:45)
Factual error: The train in the joyride scene is a Burlington Northern locomotive, which would never be found in Pennsylvania.
Chosen answer: As you stated, it's never addressed as to whether or not he attempted to leave town. Phil lived through many more days than is shown in the film, so it's possible he left at some point, though there's little reason for him to do so because he wouldn't get far, and, when he wakes up the next morning, he'll be right back in the town.
raywest ★