This discussion may contain spoilers!
Basically I'm going to just talk about their roles in the last episode because I don't know what else to call this other than an essay. I'm pretty sure I've covered in here why I think Bonnie and Mike wanted to leave, why they brought Arvo, and why Arvo shot Clementine. And some other stuff.
I think they mainly left because of Kenny and not Clementine, and I'm assuming that since Clementine was the one closest to Kenny, they thought that he was least likely to hurt her so leaving Clem with him was okay to do. And that because she is so close with him, that she may not want to come with them at all and therefore could tell Kenny and ruin it, which Clem does have the option to do. Including her would be risky. Same with the baby since Kenny is so protective over him they may have thought AJ would be safe with Kenny. I'm still pissed that they didn't even consider bringing her at all, though at the same time I can see why they would have thought it would have ended bad.
Bonnie and Mike however, did not know Kenny for very long, I'm pretty sure they escaped Carver's settlement fairly quickly (Say, a week maybe. Right...?) and for the short time they had known Kenny he was very volatile. Kenny got into a fight with Mike when they first arrived at Carver's place in case anyone forgot about that. He was becoming increasingly unhinged before Arvo's group even attacked. Bonnie and Mike have been wary of him, basically. It was obvious from the start.
I think Bonnie and Mike witnessing the way that Kenny treated Arvo drove the point home that Kenny is dangerous. The constant viciousness Kenny displayed towards Arvo was very unneeded seeing as he seemed willing to cooperate with them. The times when he didn't were when he was lost in thought. He also doesn't speak English as well as it seemed so that may have played a part in him not answering people when they talked to him. The kid spent most of the episode tied up and sobbing about his sister being dead so obviously he's not in a good position emotionally and couldn't concentrate very well.
The way Kenny beat on Arvo was reminiscent of what Carver did to Kenny. Right down to the 'Heh fucker' (Kenny) and 'Fuck you' (Arvo) That was when both of them got the first punch. This parallel was intentional, there's no way it wasn't. Bonnie and Mike wanting to leave to get away from Kenny is perfectly reasonable, from their perspective, because they didn't know him for two seasons like Clementine, and by extension, the player did. They probably thought, "How long until he starts turning on us?" Or something of that nature. As for why they brought Arvo along, they probably thought he would get murdered by Kenny. I think Bonnie's situation when she helped raid the lodge is similar to how Arvo brought his group to rob Clementine's. Maybe she knows what it feels like to be in that position. Just speculation.
I'll also add that there was foreshadowing to them doing something like this, at least where Mike was concerned; with Luke talking about him not being very trustworthy. Turns out Luke was right. Mike gave us no reason to distrust him last episode but there was probably writer problems or whatever that lead to some discontinuity and here we are.
Okay, so now about Arvo. It isn't shocking that he would want to get out after all the shit Kenny put him through. (One punch in the face is justified maybe, because he was the one who lead his group to Clementine's, but for fucks sake Kenny went way overboard with him.) Mike was nice to him. Bonnie defended him or at least advocated not to kill him. Those two had the least to do with his misfortunes,. (Not to say that it wasn't Arvo's own fault as well.) Jane threatened him on the deck and robbed him of his gun and seeing as he isn't the leader of his group, they likely forced him to help in the counter-ambush. Kenny, as I mentioned before, has abused him to all hell. But if Clementine doesn't help steal, then it is the shooting of his zombified sister that does it. It isn't clear who shoots her while she is still alive in the first place. It most likely was Bonnie but Arvo may not know that.
I don't know if anyone else noticed, but Arvo gives Clementine death glares quite a lot through the episode. It all started when Clementine shoots Natasha to keep her from biting Kenny. It seems irrational for Arvo to be so pissed over it since she was already a walker in the first place, but where have we seen this kind of situation/behavior before? (Hint, this other dead woman is named Sarita.) He gives her the first death glare when she shoots his sister. If she falls into the lake, Arvo gives her the same look. I'm not sure why he chose that specific moment though. Finally, there was the time when Arvo had the gun, right before he shoots her he goes on and off with the death glare. If Clementine does threatening things like pulling out her gun first thing. (Exactly how much of a threat does try and make herself to be? I don't think I've seen a playthrough with that yet. I've only watched one.) I think that is the reason for shooting her. But if Clementine asks Mike if she can come with them, I hear it ends up with Arvo shooting her anyway. The only plausible reason I can think of for him doing this is because he wanted to avenge his already dead sister. Which really pisses me off to be honest. Kind of like how Kenny blamed Clementine at first for what happened to Sarita, but he came to his senses and apologies because he knows it was just the grief that was talking when he was so mad. Maybe Arvo is the same way. I dunno. I also kinda think he feels really guilty for the deaths of his group members and maybe that's also why he was so angry, looking to shove all the blame on another person.
Finally the reason they all up and abandoned Clementine so quickly was because they likely feared Kenny would go berserk on them which is a very real fear considering the way he has acted. Especially Arvo, because Kenny has tried to killed him about four times. (First by threatening to shoot him to lure Vitali out, then by trying to revenge-shoot him, forcing him to go out first on the ice could count I guess, and then of course by delivering a Carver-style beating to him.) If Kenny came out there and saw Clementine on the ground shot, and a gun in Arvo's hands, we all know the first person Kenny would assume to have done it would be Arvo. He ran because he was scared, just like he ran across the lake.
It seems sorta obvious that the whole plot point was made just to get the three of them out of the way...(Interesting, since this is Telltale, they could have just killed them off, perhaps there is more in store for them in a DLC or S3. What? I can hope.)
I still like all three of them and I think it would be awesome to see them more. I don't want to excuse their actions because all three of them have done shitty things, Arvo's shooting of Clementine definitely had to be the most unsympathetic thing he has done so far. But pretty much everyone has done shitty things, that's kind of a main point of the game. No black and white. I just wanted to give my reasons as to why I think they did what they did.