The man would probably need a visa to travel between borders - Rome to Geneva means a border check.
Add to that his determination to make sure his desire for assylum was taken seriously.
And finally - he didn't hijack the plane with the intention of asking for assylum in Geneva, that's just where the plane made its emergency landing - it could have been Bradford Airport, and he would have asked fot assylum here.
Thanks mushroom - I just picked Bradford out of the air (no pun intended!) as an example of the fact that this plane would land anywhere on its route that was suitable for an emergency set-down.
As an Ethiopian, he would need a visa to leave the airport in Rome. He could have asked for asylum in Rome, but they have rather a lot of Ethiopian asylum seekers and he would probably have been locked up while his application is considered. Although Switzerland is traditionally a country of asylum, they have become rather fussy about who they let in - so unless he has a good story, they'll probably send him back to face hijacking charges in Ethiopia.