Maltese running away

Our maltese(Bashu) seems perfect in every way-little tear staining etc. But if you open the door-he's gone and doesn't look back till he gets to people-if they are two blocks away, that's where he goes-haven't found a way to discourage this-we always walk him on a leash, but I have never had a dog that would not stay in the yard. any help woul be appreciated.

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