RBBM.
All very good questions.
LE isn't obligated to tell anyone anything -general public in particular, though it seems that they often do, when they believe there is a threat to the community-, so I don't know. Maybe they have discovered evidence -physical, electronic, circumstantial, etc.- that indicates foul play
or otherwise have a reason to believe Papaw did not leave willingly, but don't want to tip their hand while they investigate further, or feel that self-harm is likely but don't know where to search, or yet something else.
If he did walk away, I, too, think he would be nearby: Multiple family members have mentioned his bad knees.
Then I just noticed this -I must have missed it before- in an article from Mar. 22nd:
"Officials in Hunt County launched a new search Wednesday for the retired Dallas firefighter who has been missing for nearly two weeks.
...
The search efforts, involving about 20 searchers and a K-9 team, are
focused on an area that has not been checked before a heavily wooded spot to the southwest of the retired firefighters home. According to the Hunt County Sheriffs Office,
specially trained canines discovered something in the new area on Saturday. Officials would not elaborate." (BBM)
http://dfw.cbslocal.com/2017/03/22/officials-search-new-area-for-missing-retired-firefighter/
I'm not sure if I have the location of their property quite right, but if I do, looking at Google Maps, there appears to be a sizable pond in that direction. Did anything come of this?