He is going off the air?
What does this mean?
Technically, it means that someone on a radio or TV station is going to stop broadcasting, either temporarily or permanently.
In a TV or radio studio, when a live broadcast is being made, there is a sign (usually a red light) which says "On Air" to make sure everyone knows that a transmission is being made. When they stop broadcasting, they go "Off Air".
However, in a very colloquial way, I think it could mean that someone is planning to disappear for a short while.