If he wanted to take the plane (or weapons) somewhere like Cuba, it would seem likely he would stay with the aircraft.
Could be the pilot couldn’t regain control of the aircraft or was having a medical emergency that limited his abilities (vertigo, loss of vision, etc) and ejected, but you would think that would be an absolute last resort.
It also seems there were 2 F-35s, with 1 landing and 1 lost. Why would the 2nd plane leave his wingman? Odd indeed. There is obviously more to the story than they are revealing.
Either more to the story or a whole lot of incompetence...
Pilot 2 wouldn't follow Aircraft 1 and would instead circle Parachutist 1 as Parachutist 1 descended, in order to report the exact location to Air Traffic Control to affect any rescue operation, ranging from "send a cab" to "send an ambulance" or "launch a medi-vac flight".