Part of what can be seen as a power duo with CM Punk, one thing A.J. Lee does not need is money. While her career was relatively brief (she signed her first WWE contract in 2009), she shot to the top very quickly. Combined with Punk, she should have a nice safety net hanging beneath her while she decides what to do next. So in short, given she doesn't need the money, there was no reason to stick around in a clearly difficult situation, especially since her husband is looking at a legal battle with his former employer's top doctor in the near future.