That was a humorous half-truth. The full truth is a lot more complex and rich with personal details that don't need to be shared with people on the Internet.
We could make up lots of good reasons for not moving though. My parents are sick and I need to be near them. My wife / girlfriend / boyfriend / life partner has a job / sick parents / other commitments where I am. The US won't let me into the country for any number of completely idiotic reasons even though I'm not a criminal (visas are hard). I have a personal objection to the TSA. The point is that for a lot of people moving very very far is legitimately either not an option, or not a very good one.
(the humorous half-truth stands though, at least the store bought stuff I've had when I've been over there. Bread should not taste like sugar...)