The correct translation of “chi glielo fa fare” is:
“Why is he bothering to” or “why would he” or “what makes him” or “why on earth would he”.
As you can read here, It’s a critique to the person that, in this case, is going out early as it can be an unnecessary or problematic action.
There’s even a more informal way to translate it and it’s “why the f**k did he...”
The personal pronoun ‘lo’ is just the áton form of “lui”.
While you say “fa fare” because the expression implies that someone is making the other person do something.
To let you better understand it we can put it like “chi fa sì che lui...” (NB: we don’t say this in Italian, is just to let you fully understand the meaning).