I think wolfishmusings & mikehal2382 have it right. Salaries may be higher in GENERAL in NY area, but a) that does not hold true for everyone and b) in many instances the lower cost of living outweighs the drop in salary when moving out of NY metro. Remember also that NYS is VERY generous with it’s welfare and assistance programs; a generosity that some are dependent on and may not find at all in other places.
I think the real problems stem from leaving family and friends and an established way of life. It’s psychologically difficult to just “pick up and move”. Wolf, my wife and I are also wrestling with the idea of moving out. We live in the Monsey area and both of us really, really dislike it; we’d love to move out to Baltimore or Texas but the impact that will have on our families also gives us pause.