Sure, it can happen but if you work in the field then you know how rare it is for it to happen to one person, much less two at the same time. I understand you’ve seen it anecdotally, but the odds are against that being the case with this couple. But no, not impossible. There was a family in Australia that had a shared psychosis and did something similar by just taking off. I’m very genuinely curious what the story is here. Notice how even the update articles have zero information?

If that’s what this is, it’s not just “self importance”, this would be a major psychotic break. I don’t know if he’s psychotic or not (both his and the wife’s family have said no mental health issues), but if he is, he’s not trying to make himself the center of the world, he’s afraid people are after him and his family to kill or harm them. That’s not a fun feeling. In fact, I’d wager to say it’s probably extremely distressing. I’m not sure what the truth of this situation is, but I can say that it’s extremely rare for a man of his age, with no history of mental illness and has lived a normal, successful life including a good job and relationships with family, would have a psychotic break, or just now start showing the symptoms of a major mental disorder like schizophrenia.

People like that are usually the victim of crime, not the perpetrator. They’re very vulnerable, not very organized and people take advantage of their fragile state. Of course it’s not impossible that someone could become suicidal/homicidal and paranoia and desperation are risk factors, but the reality is that they usually don’t become dangerous to others.