There are plenty of cities in the world that have a cost of living that's a fraction of the cost of living in San Francisco but have just as impressive infrastructure and weather.
He moved to Panama City, Panama.
Sometimes the city you're living in is a haunted place for you already -- after a severe personal loss, attack, stalker, etc..
Sometimes you suddenly find yourself with few close connections where you currently live (prime example: finishing grad school), and you have the opportunity to stretch your boundaries by not simply moving back to your hometown (or even home country).
Or you may just have "itchy feet" syndrome, and you start getting pretty unpleasant to be around if you're stuck in one town for more than a few years, seeing the same people around.
I'm married and we have two kids; each of us was born in a different country. I didn't leave the US initially for lack of people who liked my wife & I; to the contrary, the support of our friends was quite necessary because it was not always easy, initially. But it gets easier; and making human connections in a few disparate environments is enlightening, to say the least.