The more I think about this, the more I think there were hookers and criminals involved with some kind of extortion taking place.
He most likely got a prostitute, went to some some secluded location in his car. But then it was a trap and some thug came to get him and take his money, property and threatened to extort him and tell the press if he didn't give them more.
Freaking out, he ran away, so desperate he went over an electric fence, just trying to get away.
When the police found him, he was embarrassed and realized that he was in trouble and would rather be shot than deal with the issues.
Could be wrong, but it's an interesting scenario...