He's altered his online identity of Bryce Lynch to show that he owes over twenty thousand dollars on his IOI Visa Card. He knows this means they'll come arrest him and put him into indentured servitude, a 21st-century debtor's prison.
Thanks to a tip from Parzival, Art3mis, Aech, and Shoto have all passed the Second Gate and grabbed the Crystal Key.
After seeing their success on the scoreboard, Wade self-destructs his system, and waits for the IOI cops to take him away.
They toss him in the back of a car with a couple other soon-to-be-indentured servants and drive away to IOI headquarters.