Preparation. Tyrion would have needed to take a lot of money with him to the Free Cities. Also, there’s a difference between Tyrion leaving the family and breaking relations with Tywin and taking a diplomatic trip to the Free Cities to stay away from Joffrey.
Tywin would probably have accepted the latter, certainly it would have made his job easier, and would have funded Tyrion in the style of a Lannister to avoid shaming the family name, etc.