When you move, you leave your friends behind. And your family. Everybody that you've grown to know. Not to mention all those familiar haunts and places.
If you're moving to another country, you have to deal with immigration, and get a handle on new laws, new customs, and more than likely, a new language as well.
I was born in the US, and presently live in Japan. The cost of moving here was high in terms of all of the above, and I got to play on easy mode: Japan is massively accommodating to English speakers and I have highly-demanded job skills.
So, no, one does not just "move somewhere else".