Nothing wrong with stating your real reasons when you go IMHO, for your own benefit and everybody elses make a polite but clear statement. You are doing the profession a disfavour when you choose to make a silent run.
The chances that you will come across another “I have the power to fire you, ruin your life and family” character in your new airline are extremely remote. Careers of such leaders are geographically confined to where they find the unvocal majority.