I've never understood it. I have had a few friends follow through on this - after several jumps from continent to continent they are still not happy and are planning their next move to Canada or NZ or whatever, because this time it will be different! I was wrong all along! I really should have moved to Austin rather than Berlin then Tokyo then San Fran then Toronto then Auckland! This time will be one where I get the perfect job and find a partner! Ignoring that everyone "back home" has managed to be successful/happy despite the apparently unfixable "problems" with living in <foo>
tl;dr - IMO they're running away from problems rather than confronting them.