[pluc]

Because visas. You can't actually move anywhere (well, at least in most of Europe) without a job to sponsor you.

[viraptor]

There's a number of countries with some form of "has needed skills" visa. There are also options of paying for one. Job sponsors are not the only way.

[ponector]

But anyway you need a work to sustain your life. If you have enough money to not work - visa is not an issue then, just pay for it.

[pluc]

There's a vast difference between having enough money to sustain yourself and dropping 100k-200k on a piece of paper.

[goykasi]

Also, money. It is not exactly cheap to just move to another country -- or another state in a lot of cases.

[JumpCrisscross]

Also, money. You can generally live anywhere if you drop some cash into the till.