"Before the Governor's departure, he and the colonists had agreed that a message would be carved into a tree if they had moved and would include an image of a Maltese Cross if the decision was made by force." Milton, Giles (2000). Big Chief Elizabeth - How England's Adventurers Gambled and Won the New World.
So it would seem pretty simple to assume they could not survive alone and cut off from England as they had been left without supplies and joined the CRO/CROATOAN on what is now called Hatteras Island, where they had settled in 1584 before going to Roanoke Island two years later.
John White, who made maps showing both Croatoan and Roanoke, wrote in 1590:
"I greatly joyed that I had safely found a certain token of their safe being at Croatoan, which is the place where Manteo was born, and the savages of the island our friends."
Apparently the word craved into tree and post reassured them enough that when a storm struck they simply left.
....Which doesn't really make sense to me, but okay?...