"There's a lot of theories about why O'Reilly didn't come back to Toronto. One of the things I really felt is that I think ROR likes his anonymity... all of the attention in Toronto, I don't think it really appealed to him. Nashville, they love their hockey players, but obviously, it's not the same. You can be a lot more anonymous there... I'm not surprised he ended up there. Nashville, Tennessee - it's a tax-free State, right? But I think O'Reilly wanted a place that was quieter. I don't think that he liked all of the noise [in Toronto] and I think Nashville really appealed to him."
According to Friedman, O"Reilly didn't want to be at the forefront of the hectic Toronto media and didn't want to be swarmed on the street wherever he went around the city. It's an understandable reason as not everyone wants to be asked the same questions day after day or deal with the constant barrage of autograph and photo requests when they are out with family or friends away from the rink.
Aside from his short time in Toronto, O'Reilly has never really played in a big market and while the teams he has played for have passionate fanbases, their fans and media typically don't bombard players outside of the arena. In addition to being able to fly under the radar in Nashville, Jeff Marek also noted that O'Reilly's brother Cal settled down in Nashville when he retired from playing, so he also has a family connection there.