People have been saying they are leaving for decades. How many celebrities said they were leaving when Trump was elected? Yet, they are still here. Johnny Depp moved to France because of something he didn't like. I hear he's back in the States again.
People who do leave for another country, more often than not, find out that the country they moved to isn't as wonderful as they thought. Some decide to move to a country because they spent a week there on vacation and loved the beaches, the mountains or whatever. But when a person vacations in a foreign country, they only see the best "face" the country puts forward. They never see the downsides.
One of my favorite countries for vacation is Italy. Beautiful country, rich in history and art. But like most European countries, it's expensive to live there. Health care is iffy. The country's government has been more stable lately, but for a while, it seemed like every other week, the prime minister would resign and a new one would have the task of forming a new government made of a coalition of several different parties who can never get along with one another. And there is terrorism in Italy, as there is in every other European country which welcomed the "migrants" from the Middle East with open arms.
These days, I'm too old and sickly to travel to foreign countries; so I stay right here in the US. For all the flaws and BS going on here, it's still the best country in the world.