Where else could he be? The West wouldn't let him cross, while any ally of Russia would cooperate with Putin. Not that it even has to be an ally after all the assassinations in Europe.
South American countries are on good terms with Putin, being some of the few that let any Russian enter visa-free. Taking him out would be almost as easy in those countries.
South America is a big place with lots of nooks and crannies and different cultures to hide in and blend with.
I'm sure someone as wealthy as Prigo could've lived a very modest lifestyle without ever having to work again and staying incognito for the rest of his days in South America. If South America is really too dangerous (it isn't) then he also has Asia. There are so many options for rich people it's insane.