After his killing curse rebounded and destroyed his body, Voldemort was scared because he turned into a really weak spirit, and decided to escape.
Why didn't he just escape towards his current Death Eater headquarters? There he can show his followers that he's still alive so they won't panic and help him get a new body ASAP.
Instead he escapes to Albania, alone and far from him followers, which still required him to cross England in his vulnerable state anyway. So equally dangerous but much more idiotic.