The early North American colonists had the same outlook about life among the Native Americans. However, is never a _single_ instance of a Native American running away from their tribe to join the colonists, but colonist defections to the tribes were a common occurrence, more among women than men.
Why? For all that talk of "upward social mobility and a better life", people figured out the Native Americans were _happy_ living in harmony with nature, and the women who escaped realized they had more personal freedoms with the "savages" versus the high-and-mighty Europeans who sold them on the good life at the colonies.
Upward mobility and money still aren't everything, despite the pressure those forces put on the world to appear so.