IO540,
I agree he was entitled to change his mind after departure (or indeed before starting his take off roll), however he disappeared way before leaving the ATZ and reaching MSA, we never heard a call changing VFR to IFR and I doubt he remained clear of cloud.
Safety wasn't compromised (assuming the pilot was qualified and current) and one could use the argument that it is big sky and what are the chances of someone else doing the same. But then again if he was doing it, it is reasonable to assume that someone else might be doing the same. Like I said, thank goodness for radar.