Rick is putting away his responsibility as a leader. Staying at the farm, he does not have to make the important and hard choices anymore. He is relegated to complying with the rules set forth by the owner of the place for so long as he seeks shelter there.
Another interpretation is that he's putting his former identity behind him. He probably wanted to be a LEO since he was a kid, because he's got a sense of justice and an instinct to protect others. But the Harrison County Sheriff Department no longer exists, law and order are just a concept, and Rick might have to do things he could never do when he was a uniformed deputy.
(This theme was stated in the pilot, when he told Merle, "All I am now is a man looking for his wife and child. Anybody gets in the way of that is gonna lose.") Lot of good themes in this show; lot of ambiguous actions.
Incidentally, Harrison County, Kentucky has a population (2010 census) of 18,000-something (no longer including Robert Kirkman). Cynthiana, the county seat (Rick's hometown, where the series begins) is 6,000-something. So coming to Atlanta probably would have been something of a culture shock, even without all the flesh-eating dead people.
Now, in the comic, Rick's suffering has barely begun. By the most recent issues:
he's lost his right hand; his wife is dead but he still talks to her sometimes on a disconnected phone because he's half-crazy; his every attempt at leadership or long-term planning has led to unmitigated disaster; and his boy Carl just got half his face shot off via friendly fire, but is amazingly still alive.