Mind you, thinking about it I'd be far more upset if Simon or Alisha were to leave the show - their characters (along with Kelly and Curtis) have big storyline potential....
Nathan had kind of been worn out by writers.. they did his family situation, found his love interest in the end, closed off anything happening with Kelly, used his immortality a lot etc. and I don't think they really left any openings for new storylines for him... perhaps they knew he was going to leave?