I don't think anything is wrong with him. He's just a puppy who needs some training and bonding with you. Some training clubs have special recall classes you can take. I think that would help your peace of mind and an accurate emergency recall is worth every second of the training.
Pierre escaped twice out of the front door when we moved in to our house almost two years ago. He took off at a full run, down the middle of the street! Fortunately, he's a Papillon and pretty small, so when he tired out, we could overtake him. After the second (and last - haha) time, we registered for a class called Reliable Recall. It was great. Mostly, we learned that calling him to us has to always mean good things so that in dire situations, it is automatic without negative associations. So if I want to clip his nails or give him a bath, I go get him instead.
You might want to get a martingale if you don't already have one and a carabiner to clip the end of the leash TO you.
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