I discussed this topic in varying degrees with these people. The message was relatively uniform: they didn't think the Japanese work culture was healthy and what they had witnessed studying in Scandinavia encouraged them to stay there. After a while they made an explicit decision to try build their life there. They had been there for like 5-10 years already when I met them; two had families with young kids and one was still dating.
This kind of "escape" requires quite strong language skills though. And social skills.
Of course these individuals were preselected in various ways, like
1) attempting to go study abroad in a Scandinavian country (that in itself is a fairly extreme decision in Japan, I have been led to believe)
2) deciding to stay
3) getting a position in the multi-national company I was temporarily working at
So I'm definitely not saying all Japanese people feel this way. But still I feel it's relevant to note this kind of escape for Japanese people who feel they are not cut out for the traditional way of doing things.