As I said in the original comment, there are many possible reasons. They have already moved from their farm to live in a slum in the city, and can't go back. They probably owe some money for that move, maybe even they owe money to the mine. They maybe even live in mine-supplied housing.

Of course, the lure of "lots of money" is a strong one, and they will work for years and years thinking one day they will have the lucky break that will make the difference and pull them out of poverty. (side note: sound familiar? Look around you)

Like I said, read grapes of wrath to see an excellent account of how people head towards this "working dream" only to become disgustingly trapped working as slave labor, continually going backwards even though they work harder and harder. When they are unable they are kicked out to die and replaced.

And finally, many people do quit and attempt to get away from it all, but there is an endless stream of naive newcomers to continually staff the mine. (again, see this clearly shown in grapes of wrath)