He won't leave Clara with Vastra and Jenny forever. Of course not. He's just not going back quite yet.
The Doctor spins some dials on the console, restless. Throws a lever. The console room around him feels empty, half-formed, a bad metaphor for his psyche. He contemplates that for a moment, but needs more round things doesn't resonate as useful mental health advice.
He'll be back for Clara soon. He just needs to be a little more settled in his skin, that's all. His friends' influence is not a bad thing—it's one of the reasons he keeps humans around, after all—but right now he needs to be alone, away from the scrutiny of those who might prefer him the way he used to be.
That's not fair. He has Clara to thank for this new regeneration cycle, after all. Not her fault that it didn't come out to her satisfaction. (That's not fair, either. He gave her the wrong impression in his last incarnation. It's better this way. She won't try to bring this version of him home for Christmas dinner.)
He just doesn't want to see himself through her eyes right now.
The TARDIS lands with a decisive thump, giving him a start. He hadn't actually triggered the materialisation sequence. Or had he? He might not have been paying attention.
He opens the door to darkness. Sand underfoot, stars overhead. Earth constellations. Approximately local midnight, his time sense says; at least that still works. When he pulls the door shut behind him, the darkness seems to swallow him up. He glances over his shoulder; the TARDIS' lamp is extinguished, the windows dark. The ship's bulk is just a blackness against the stars. She's gone into hibernation mode; apparently they're going to be here for a while.
Well, he wanted solitude. He pats the weathered wooden door, and something inside him relaxes at last. As his eyes adjust to the darkness, the stars grow piercingly bright, the sky utterly dark.
Except there, to the north—there's a faint smudge of light on the horizon, somewhere past the next set of sand dunes. Not so alone after all. Humans: there's no getting away from them completely.
He could go south, let that light fade over the horizon. There's no need to investigate. He weighs curiosity against the desire not to be judged by anybody else today.
Finally, he turns to the north and starts to walk.