Why did Maxim Gorky live on Capri after leaving Russia in 1906?

Maxim Gorky lived on the island of Capri, Italy, for seven years following his departure from Russia in 1906 because he was in political exile. During this period, he resided primarily in his villa on the island.1

While in exile, Gorky maintained a complex relationship with his fellow Marxists; although he was considered a political nuisance due to his insistence on intellectual independence, his significant influence remained a valuable asset to their cause. He eventually returned to Russia in 1913.1