Is it okay to ask a former tenured professor why he suddenly left his job?

Unless you are a very good friend, you should not ask the question. You can, of course, continue to meet him in private if he is up for that. I do not recommend prying into the issue if he does not talk about that from his own initiative.

As Philipp said .. Maybe you know someone in his former department you can quietly ask? "Oh, he moved to Princeton" or "He had a heart attack" or "He started his own company" or "He resigned to care for his ailing mother" ...