A million dollars at a conservative 1.5% after taxes and inflation would pay for all my current expenses. If I didn't have to work I'd likely move somewhere with lower cost of living.
The interest won't cover the rent in a major city, especially the rent for a place big enough for a family.
Like everyone else, I don't get to choose.
Do you realize that people have roots, family, friends? Do you realize that border and immigration control is a thing? It's disingenuous to consider changing city as a trivial option.
When someone has $1M, it's because he is in a location that made it possible in the first place.