I'm surprised we're not discussing what seems to be the core problem from Elon Musk's point of view : financial aggressivity.
While his tweet doesn't say why he wants to go private, this article makes it pretty clear : he's harassed by shorters (people who speculate on price going down, and thus who will contribute negative and unfounded opinions just to achieve this goal).
Whether this is really his biggest burden or not, there is certainly something to be said about people who earn money because others are in trouble. In any case, seeing that people want you to have troubles certainly doesn't help.