First off, he did fued with the Undertaker and Jake The Snake befriended him leading to Jake's heel turn and Taker's face turn leading upto WrestleMania 8.
Secondly he didn't leave the WWF, he was fired the first 2 times. Due to no care for his fellow workers and constantly no showing events and if you ask him "politics". He even threatened the staff on a number of occasions
The Ultimate Warrior character worked with the kids (me included being a kid at the time) he had the look of a champion, the explosiveness and that aura around him. Too bad you couldn't understand a thing he said when he talked, but it didn't matter, his character was just an extension of the Hogan "hero" character
He was useless as a worker/professional.
Vince was happy to see the back of him the first time as was everyone that worked with him, they gave him a second chance when he made his return at WrestleMania 8 minus the steroid induced muscles and it didn't even last 1 yr, he was constantly no showing and injuring others. not to mention the poor in ring ability. And in the heat of the Steroid abuse aligations, Vince apparently used him and British Bulldog as scapegoats, so he left in 1992
Returns again a 3rd time nearly 4 years later in 1996, at WrestleMania 12, Triple H jobbed to him, he fueded with Goldust and Jerry Lawler aswel. Then more issues between him and Vince over no showing and unpaid royalties, so once again he's fired in 1996 so he was part of the WWF Attitude Era's start for a few months
2 years later he shows up in WCW, purely to recreate Warrior vs Hogan, nothing else and well we know what happeneed there, lasted 3 matches ending in the one of the worst Main Event PPV match in recent history Hogan vs Warrior 2, botched move after botched move. The he pulled his i want the most money card again so they refused to pay and he was let go within a month of signing.
Years later we see him commenting on Steroids use in relation to the incident with Chris Benoit, and he's stated i used em all my life and they haven't affected me one bit. Meanwhile he's struggling to keep focus and keeps smiling for no reason and has the jitters.
That somes up Jim Hellwig in a nutshell as did Jessie Ventura when he said "Million dollar body, ten cent brain"
actually come to think of it, he did make a return. in the form of Batista LOL