ATLANTA. CNN host Lou Dobbs, whose outspoken views on U.S. immigration have made him one of the most controversial figures on cable news, said yesterday he is leaving the 24-hour cable news network because he wants a freer platform to state his opinion. Dobbs, who announced his decision near the start of his nightly news and commentary show, did not say where he plans to go after finishing nearly 30 years at CNN, now a unit of Time Warner Inc.