Yeah, but, as it turns out with modern migration trends, the revealed preference is that they would want to, given an opportunity. Being European, I would also prefer to live like a European.
Lifelong monogamy as a default and an almost universal ban on kin marriage seem to be solid contributors here.
Also, I don't think the current remnants of hunter gatherers are all that informative about our past. These are different people who live in marginal lands. Hunter gatherers of Europe would have had access to prime real estate and extremely food dense coastal areas, made long voyages at least occasionally. Quite simply, successful societies look different.