At the end of chapter 14, why does Dill say that maybe Boo Radley "doesn't have anywhere to run off to"? What might Dill be thinking of in that moment?

When Dill suggests that Boo Radley might have nowhere to "run off to," he is making an inference based on evidence that has already been revealed about Radley's life. The first and most obvious piece of evidence is that Radley behaves like a recluse; that is, he seems to be withdrawn from social contact.
While more judgmental or outright ignorant people might view Radley's reclusiveness as a sign of an intrinsic flaw, Dill instead uses empathy to look outward from Radley's perspective and come to a more insightful and logical theory: he is alone simply because the community has isolated him—not the other way around. Knowing also that he is old, Dill infers that he probably has no family left to depend on.
Dill is able to look past Radley's maligned reputation and understand why he might be situated in the world the way he is. He sees that the people of Maycomb are performing a kind of unconscious logical inversion that keeps Radley at the margins of society by reducing his identity to a caricature while recursively justifying their beliefs. Their beliefs are proven wrong at the end of the novel when Boo Radley rescues Jem and Scout from Bob Ewell's ambush after the Halloween pageant. Boo left his isolation in a heartbeat when he recognized people in need.

Chapter 14 is an eventful one, much like the earlier chapters in Harper Lee's To Kill a Mockingbird. Though the events of this chapter are not necessarily connected together in an obvious way, a thread through them does exist, and this thread concerns a sense of belonging and the meaning of friendship and family.
At the end of chapter 14, Dill reveals himself from under Scout's bed after Jem and Scout overhear Atticus and Aunt Alexandra disagreeing about the role of Calpurnia in the lives of the children. The sight of Dill shocks both Jem and Scout, who have been arguing, and they learn that Dill has run away from home and taken the train by himself to Maycomb. Dill's reasons for running away from home are even more shocking to Scout than his unexpected appearance. Dill explains that he feels he doesn't matter in his household and that his stepfather and his mother don't really want to spend time with him; their negligence hurts him and makes him feel left out of his own family. Scout cannot comprehend Dill's difficulty, because she is oppressed by the excess attention she feels she receives from her family members, especially the unwanted pressure from Aunt Alexandra to conform and to grow up into her aunt's perception of a Southern young lady. As well, Calpurnia, Atticus, and even Jem try to shape Scout into an image of something she doesn't understand fully or accept, so for Scout, having too much family is the problem; Dill's complaint of being left on his own too much is a situation Scout would likely welcome from her privileged position as a beloved daughter, niece, and sister.
All of these points suggest that Dill may be thinking about what it is like to feel like you belong somewhere when he makes the comment about Boo Radley. Scout muses out loud as they fall asleep, wondering why Boo Radley has never run away from his life in Maycomb. In these moments, she may be reflecting on the fact that Boo's life is a solitary one. He seems to have no close friends nor does he have a clear and obvious purpose for staying in Maycomb. Dill's point, that Boo may not have anywhere to run off to, reflects his own disappointment in his mother and her new husband and his relief that he has the Finch family to turn to in his time of need. Dill knows what it is like to feel alone and to have somewhere to go that makes him feel better; he may be thinking about his good luck to have Scout in his life. Perhaps Boo Radley doesn't run away because he simply has nowhere to go; no one will take him in if he arrives unexpectedly. At least Dill has Scout and Jem to lean on when he feels unwelcome in his own family; he knows that he can count on them and that their father Atticus, unlike his own parents, is also a supportive person. Boo might not have anyone to take him in when he feels lonely and unwanted, which is a situation that Dill might be in if he did not have the good fortune to have friends in the Finch family.