The 36-year-old actor, who essayed the role of Erlich Bachman in the HBO series, said he thought it was the need of the hour, according to The Hollywood Reporter.
"It felt like a break-up with HBO. The final phone call was them going like, 'Well, I don't think this is the end of Erlich. I still want to see him on television,' and I was like, 'I know but I think this is for the best," said Miller, who will not be returning for the fifth season of "Silicon Valley".
"They said, 'Look, if you really think that this is the move and that you'll be able to produce an hour special for us sooner than you would have if you were on the show and if you feel right now under the current administration that you need to do stand-up because you need to be talking to the American public, then we support that'.
"So, they were very, very cool about it, and that final conversation was super friendly and sad. It was heartbreaking on my end."