Another reason is that if he is selling all the coins he have, he would be selling near 1 million of Bitcoin. If large amount of money gets to his bank, the FBI would definitely find him. Also, the seller would be suspicious too.
How the FBI is going to find him, if he is living outside the United States, and using exchanges such as BTC-e, which are not that friendly to the US government agents?
I wouldn't be so sure. The US government's powers often exceed the borders of the US. You don't think it would be possible for the US government to force another country into revealing that sort of information? Remember Kim Dotcom? He was a German guy with German citizenship living in New Zealand. The FBI was even able to seize his hard drives too. And that's assuming that Satoshi isn't a US citizen living aboard. If he is, then both the IRS and the FBI would be after him.