I see two possibilities for this:
1) He is an complete and utter fool.
2) He is so confident in himself and this "Wanting to train a different way because my body broke down towards the end of the season.." that he believes his improved performance will gain him more than what he lost by not training with the team as a result.
Hopefully it's #2, but I seem to remember people saying the team as a whole were the most in shape and conditioned going into the playoffs of any of the other playoff teams outside of the couple injuries at the end of the season. The team has a pretty damn excellent strength and conditioning staff. Hard to see the wisdom of him just tossing that money so he could train differently in Texas.
edit: reading the comments it seems family has a lot to do with this, that makes sense.
[ Edited by KowboyKiller on Jul 25, 2013 at 12:42 PM ]