Not sure if I want to be happy about this or not. I guess it depends on what country he would go to. He will probably go to another country where he can abuse the system to pay fewer taxes than the rest of us.
He's lying and everyone knows it. There's no chance of them deporting Musk. They want to get a lot of money from a lot of billionaires and if they go in attack mode on those large-scale donors, no one is going to throw money at them anymore.