That's a good interpretation. It seems like an escape from a troubled mindset, and therefore must bring relief, and the last few lyrics definitely accord with your view. Still, I think the event -- especially as sung by Yorke, and given those melancholy strings -- is inflected by some kind of sadness.

So, to me, it feels less like a straightforward movement from the anxieties of society and into the calm of the wilderness, and more like a very defeated and weary person fleeing the pressures of his life in a sort of defeated haze. The "I feel this love to the core" part suggests a part of him that has lost, or is missing, someone, and that loss has partly precipitated this sense of anxiety and isolation. As he disappears, he holds on to a strong feeling he had for someone or something that is now gone and irrevocable. But that's just my take -- songs are multivalent things. I guess I just sometimes lean toward the dramatic and the romantic in my reading of certain tracks.

EDIT: Actually, since you brought it up, I've been reminded that I initially saw "Codex" as being pretty glum at first. A former girlfriend alerted me to the serenity of the song, which opened my eyes, but I had initially detected a sadness. It felt like the speaker is desiring a kind of peace that is unobtainable -- or undergoing a kind of death. I now prefer the middle ground between the two views. In other words, there's something both liberating and deeply melancholy about the escape being described in "Codex." As a comparison, "Separator," another song about renewal and escape, feels more blissful and less tinged with sadness. That's not an evaluative point, though -- both are tremendous songs.