I think there are two big reasons to why he decided to leave; 1) Penske is, after all, Penske and 2) Penske has a solid NASCAR connection. It's no secret Hornish would like to try stock-cars at one point, whether it's a full-time career change or the odd race (like for example the Daytona 500), and Penske can provide that opportunity
Personally I'd love to see Hornish give the 2004 Daytona 500 a try
