I'm not saying that applies to everyone. I was "brain-drained" despite those things. But I know others who couldn't just pick up their lives for a job on the other side of the country.
The notion that 'you could feasibly make more money elsewhere, and therefore should leave' is not obvious to me, or I think to most people.
Chicago may have more opportunity than Michigan overall, but that doesn't mean there are not great opportunities in Michigan. But that's within the context of your imperative.
The real answer is that for most people, their job is not the defining artifact of their life, it's a means to support their families, and maybe give them an opportunity to engage with their communities, have hobbies, friends.
I think for young people, in their 20's the notion is a little big different, because moving is exploring and liberating in some ways, but that's only one phase of life.
Just because there are some great opportunities in Michigan does not mean there are enough great opportunities in Michigan for everyone who could find one in Chicago, SF, or Seattle, or NYC.