If Trump were to move to Venezuela, for example, I can’t imagine that they would support him both living there, potentially interfering as a man of influence, and retaining what is essentially a foreign militia on his grounds.
I’m sure that he could do what he wants by US rules, especially since there’s probably no written rule somewhere that a former president can’t just move abroad to retire, but what countries would afford him that kind of freedom, knowing that he supported a coup in his own country?