Why did Krishna leave this world, being shot by a hunter?

That is not actually how He left, that was just superficial. What the Bhāgavatamactually says is that He just decided to go and He went in His spiritual form. He left an illusory form. Why? Because it says in the Gīta, ye yathā mām prapadyante,  “I reciprocate with everyone.” Frankly, Krishna wants people to worship Him because they like Him, not just because, “Ok, You’re God.” In other words, “I’m not interested in You personally, but You are God, You have power, and I want certain things. So, okay, I’ll worship You.” Krishna wants people to come to Him because they actually want Him. Therefore, to preserve the freewill of the non-devotees, He creates a pastime in which people can exercise their freewill based on what they want. If you think about it, it is amazing that Krishna would come to this world, perform the most amazing pastimes that no one but God could perform, and then leave the world. People are not quite sure who He is. Krishna actually protects His own privacy. He protects the intimacy of the devotional community, and He protects the freewill of the non-devotees. He is an amazing person. He actually comes to the world, changes the whole universe, then leaves. And yet, somehow, He was not intrusive. It is amazing. Krishna is an amazing person.