The degree to which Musk is upset by this makes me wonder if there isn't something more to it than just 'personal safety' concerns fed by paranoia. It may well be that the location of his plane tells a story that he does not want exposed. Because frankly the amount of goodwill that he's burning over this makes no sense at all.
Somebody described his Twitter purchase as "fragile narcissist buys criticism factory", so I think he has wedged himself into a situation that his ego makes both intolerable and inescapable. If he had somebody in his life to talk sense into him ("honey, put down your phone and come to bed"), I'd expect him to walk away and consider it rationally. But here I could imagine him continuing to spiral for quite a while.
To me, it's tragic in the way that Rudy Giuliani or Kanye West is: too much success can create the conditions for a long, lonely downward slide.