In theory, yes, and I very nearly did.
But that was several years ago and things were different.
Question is, where the hell would you go?
Europe is scary-screwed. I've been down under, and no thanks. Germany is still ok, but with crazy on all sides, how long will that last? Canada is still holding it together -- I guess I could go there, and I might if things get bad enough, but man... the last thing I need is more cold.
I'm probably in the best place I could be right now: a relatively stable, economically viable blue state. There's still problems, but it's probably the best of all available options at the moment.