During "Law & Order's" first season, Max Greevey was an experienced investigator who served as a mentor figure to the younger Detective Logan (Chris Noth) and was one of the first characters on the series to help set the tone of "Law & Order." Only two other lead characters would die in the line of duty over the course of the show: Assistant District Attorney Claire Kincaid (Jill Hennessey) is killed by a drunk driver, and Alexandria Borgia (Annie Parisse) dies at the hands of kidnappers.
While set in New York, "Law & Order" was initially planned to film largely in Los Angeles, but the production decided to settle in New York permanently. This did not please George Dzundza, who found the continual commute across the country a strain. This, plus a desire not to move his family from their home to New York permanently, informed his decision to leave the series.
Dzundza's final episode of "Law & Order" was the Season 1 finale "The Blue Wall." Greevey would subsequently die in the Season 2 premiere episode "Confession," though this was not actually Dzundza but a stunt double filmed from behind and in shadow.
While Dzundza's departure leaves one wondering what might have been, given his motivations the decision is an understandable one.