Even if deported, he has the money to live comfortably, he would likely either come back illegally anyway as a point, or move to another country and do his proceedings there. Him being deported wouldn't remove his ties, or companies at all, as those don't need US citizenship or anything. The only thing actually deporting him will do is but a blemish on him, and make a rich a-hole want to do everything he can to make the person who caused it regret it.

In the case of Musk, it would likely cause a massive political campaign fund for the either the direct opposing party or more realistically whoever runs for his party that the current administration does not advocate for.

The outcome is the same though, which is why I see no world where they actually try this.