User blog comment:Master Sima Yi/Assassinews 05-08-'14 – Assassin's Creed: Rogue announced/@comment-4254431-20140905131951/@comment-85.241.182.212-20140905194812

Shay will connect Rogue with Unity, so probably he left for France to help/initiate the revolution there, not being able to stop Connor in America( no cheap flights back in the time).

Imo, he will die in france by the hands of Arnaud or Connor if he decides to show up in france. Let's not forget he made a promise to Lafayette, who participated in both American and French revolutions.