In X-Men: First Class, why was Erik going to leave?

I remember he tries to leave the other mutants sometime after arriving
at the CIA base, and that Charles ultimately talks him out of it, but
I can't remember exactly when he tries to leave and what event causes
him to want to leave, or if there is even a cause...?
How long after Charles pulls him out of the water does he try to
leave? Was it the next night or maybe a few weeks later?

Thanks, I'm writing fanfiction and needed to get the facts straight.