Taxes have massively increased over the last hundred years everywhere in the West. As the poster above said, there are large network effects and switching costs (border control and visas as well as actual relocation costs and language/culture barrier and losing family and friends) which practically prevent moving for most people, even if hypothetically they'd prefer to move to a lower tax location. This, coupled with the small number of countries, makes for a dire situation for international competition between countries to lower tax burdens.
It's the same reason crypto exchanges can get away with exorbitant fees. Nobody wants fees but the network effects are too sticky. So everyone pays the fees.
That’s got ~zero impact on work, family, or friends and if nothing else they had that choice before moving into that home. Which is real evidence that people are both choosing higher taxes and desire them.
Anyway, this example doesn't translate to the majority of taxation which are more akin to transfer payments, and which are harder to escape from. My ROI from tax I pay into public health care is about -98%, which is much lower than the ROI of tax spend that goes into my own kids' school district or which directly pumps up my own house price. Just because I'm not abandoning my family doesn't mean that I'm choosing to fund public healthcare. In practice, I'm being coerced.
There are always switching costs to moving even within an apartment condo, but when someone decides to move picking a location has more freedom. Just as someone deciding to move across the country have freedom to pick inside or outside of a city so does someone from the UK moving to the US had a lot more freedom to consider Canada. Rates of migration consider each year in isolation, but over say a 50 year period a large percentage of the global population does move long distances and most of those people have significant freedom.
For much of history, most people lived in empires.
The modern equivalent of moving outside a city for lower taxes still exists. It’s not framed as a willingness to pay more taxes but rather as access to better schools or parks etc. Still once again people are choosing to pay taxes for access to what taxes provide.