> I find this the weakest theory. Nobody would have forced him to participate in the Manhattan project.

It does not necessarily need to be the Manhattan Project. He was in Italy at the time, with a fascist government – he could have been avoiding an atomic program run by the Axis Powers.

Majorana disappeared in 1938; the Manhattan Project was not started until 1942, and even the Einstein–Szilárd letter[0] was not written until mid-1939.

Perhaps a more compelling argument against the theory is that nuclear fission was not demonstrated until 9 months after Majorana's disappearance.

[0] https://en.wikipedia.org/wiki/Einstein%E2%80%93Szil%C3%A1rd_...