It is a pretty straight forward reason.
I’m the f*cking happiest I’ve been in I don’t know how long, at least three years, legitimately. I find these other things that have made me happy and I thought this thing that I loved, that I thought I loved, it just made me so miserable. All the time, it made me miserable. I guess the black and the white of it, when you boil it all down, the essence of it, was I was miserable, I was unhappy, fuck it! I made myself happy. I left. That’s what it boils down to. It wasn’t an easy decision to make but it was also a long time coming.
Punk went deeper in explaining how he felt the WWE and specifically Vince McMahon were using him and not treating him equally like other wrestlers *cough* John Cena *cough*. He blasted the company on how they treated injuries and their weak concussion protocols. He also felt they were blocking a lot of his endorsement opportunities.
So, if you are expecting Punk back anytime soon, don’t hold your breath.
FYI, I’d be happy too if I was married to AJ Lee. He said WWE fired him on his wedding day.
Here is full interview, it is worth a listen.