Moving would gain him nothing. They'll just try him in absentia and seize his assets (Such as the stock that makes up 95% of his wealth), until he turns himself over for his sentence. And since Facebook is a publicly traded company, Zuck can be forcibly removed from the board and his stock striped of voting capabilities (like so many executives that had been convicted of things like insider trading and financial fraud).
I'm sure that Zuck would choose to spend a little while in Club Fed than lose his fortune. He would be sent to the same kind of "minimum security luxury" type facility that Martha Stuart and other rich folks have been sent to in the past.
Despite how easy it would be, there is no reason to flee.