Cleveland isn't on 'Family Guy' anymore however his wife's name was "Loretta", his current wife's name on 'The Cleveland Show' is "Donna".
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Technically, Cleveland leaves Quahog in episode one of The Cleveland Show, but the last main appearance of Cleveland in Family Guy was in Road to the Multiverse where he is a Disney-style skunk in the Disney universe. He is mentioned in the next episode, Family Goy, as having left.
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Because that's what a spinoff is, when a character from a show leaves to appear in his own show. If you mean why did he within the Family Guy world, he divorced Loretta and wanted a new start.
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Peter Griffin's wife's name is Lois Griffin.