re: True Detective: S2E8 "Omega Station" (Spoilers)

Exactly. Add to it that all of Frank's friends (Jordan, Nails, and presumably Ray and Ani are out of the country) or dead, plus he no longer had his passport/fake passport and no means to get a new one so he can get to Venezuela. The simple fact is he's out of money and out of leverage. There's no way he can exact his revenge if he get back to town after walking through the desert in his underwear.