Is it because Michael and Lindsay both tried to use the Balboa Club membership earlier, and had already racked up a large debt? But then, why would Annyong (in particular) be deemed responsible for that bill, as opposed to any one of the other Bluths? (Not that I'm sorry to see him go, he was definitely annoying; I just don't understand the rationale). Also, the narrator says it costs him his 'freedom.' Does that mean he was imprisoned rather than deported?
I liked Annyong, but they forgot about him after Lucille sent him to Milford in season 2. They brought him back in a good way in the season 3 finale. I thought it was mean-spirited for the Narrator to be happy about Annyong getting deported or whatever. They could have had a better cameo appearance for him, even if they didn't want to involve him in the plot.