Is Jay Halstead Leaving Chicago PD?
Shortly after his departure became known, Jesse Lee Soffer, who plays Halstead, released a statement. He gave Chicago PD cast and production team-high acclaim and referred to his time there as some of the best in his career.
Soffer didn't give a reason for leaving, but given that he doesn't have any upcoming projects scheduled, it's conceivable that he just wanted to take a break and spend more time with his family.

Soffer has been at it for ten years, so the idea that he'd like to clear his schedule makes sense. Like another One Chicago graduate who recently left, Chicago Fire's Jesse Spencer, Soffer has been at it for ten years.
Although it's still extremely early in the game, I hope the producers of PD can get him to make a few brief appearances as Halstead.