Thank you for writing in with this parenting issue. It is really interesting how our children's minds work and the behaviors that result.
His running away from what he sees as an unpleasant situation is fairly normal as we all have instincts to fight or flight when faced with conflict. His action, however, puts him in a very dangerous situation and is not acceptable. If your son feels he has to get away, put parameters on where he can go that is acceptable and safe.
When considering how to assess our children's behavior, we should look at what they are going to learn from our response. Negative consequences alone have very little long- term affect on changing behavior. It is the pairing of consequences and the teaching of a more socially acceptable actions that has the greatest impact. Effective consequences should be meaningful, used immediately and appropriate to the seriousness of the behavior such as, "Because you ran away, now this will happen."
Your son’s running away does not sound like a situation requiring professional intervention. Instead, equip him with the skill and ability to handle situations that he is uncomfortable with. Teach him to problem-solve when he doesn't like something, exploring his options and considering the advantages and disadvantages of each option before making the best decision he can.