We don't really know if Jesus remaining in that place would have been harmful to him, but we know that he got away, so that they wouldn't arrest him. He went back to the place where John the Baptist was baptizing, and if you remember, that was basically the place where Jesus started his ministry, and announced himself to the world.
I think one of the reasons why St. John records the people saying that John the Baptist "did no sign" is to emphasize that John the Baptist was not testifying about himself; his whole purpose was to tell us about Jesus. (See John 3:29-30) Maybe being away from large crowds and the hostile leadership allowed people to judge for themselves about Jesus. And St. John tells us that many believed in Jesus there.
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