And you won't feel the need to carry a gun...
There's also the issue of employment and compensation. My skills are worth far less in other countries. I make over $250k/year in compensation, and my taxes are low enough that I've managed to accumulate "fuck you" money before the age of 40. I could retire, but I want to maximize my family's quality of life. It'd also be nice to have an aircraft and a cabin on some land in the middle of nowhere. My chances of accomplishing those goals in another country are much lower. (I'll probably have the cabin in a few years. The aircraft... well, we'll see.)
If I wanted to move to an area with low crime, I could choose from plenty of places in the US. I don't live in those places because, similar to other countries, I'd have to take a massive pay cut. As remote work becomes more commonplace, that could change.
I heard you can get a used Cessna for $15k. But maybe you want something fancy ;)
When you're 5'6" and 120lbs, criminals will target you.