My thoughts mimic yours about this guy. He gets off clear and free from the apparent murder in Aruba and yet seems bound and determined to get caught. I hope it was the guilt over whatever he did to poor Natale that drove him, but I somehow doubt it was anything but pure evil.
He was not trying to get caught. He is either a psychopath that has no sense of the future or he just assumed that he would always get away with it. He perhaps has an infantile sense of time and an adult body and passions.