“He said, “I’m going back to Virginia, and shortly after that, I’ll be going to Yemen.” And I said, “Well, I do hope you’ll be coming back to San Diego soon.” And he says, “No, I don’t be coming back. And in a little while, you’ll understand why.”
To give you some more context, this happened not too long before 9/11. Awlaki is suspected of having direct contact with two of the hijackers while in California and later on in Virginia. So the "And in a little while, you'll understand why" just makes you sick.