maybe he gave himself up to protect his interests.
maybe he became aware that the police were on to him. Someone else must have known after all - you don't just disappear into nowhere without a trace, so maybe the police had been asking questions and someone informed him that the police knew he was still alive.
So he comes back to this country, before he can be traced to Panama, goes into a police station and plays the amnesia card. And hopefully the police will let him go and in time, when the dust and media interest settle, he can disappear back to Panama where wifey, and bank account full of insurance money are waiting. Except he didn't bank on journalists tracking the photo of him and the wife together.