the disappearing guy takes Walt to Saul, who warns him that his family is gonna be targeted and, basically, gets him a window to go get them/convince them to be disappeared as well seeing as the Nazi's WILL kill them no matter what if they stay. Just like they killed Hank due to what he knows and being a loose end.
In the course of the episode, Skyler and Marie (who know the most outside of Walt, Jesse, and Saul (Jesse and Saul being safe for now)) are killed while Walt is able to get and disappear or disappear with Jr. and Holly.
Only once they are safe, does he come back and exact unholy vengeance on the Nazis.
It would be the most logical reason why the White House is in shambles as well as why he's coming back. Because we already know that he doesn't care if blue method is sold without him cooking, regardless of purity, and he doesn't care about Jesse anymore.