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Cole needs to know himself better. He needs to come to terms with all his anger and frustrations. A deserted island is great because Cole exists by manipulating others. He plays games with people to get what he wants. On the island, there are no games to be played. He can't intimidate or manipulate anybody. He sees this quickly when he meets his spirit bear. Nature is unforgiving and demands respect. I suppose any isolated wilderness where Cole can support himself would do.