I think the issue is that everyone already lives in the warm places. You have what -- Southern California (high taxes, very populated), Florida (it ain't cheap and gets wiped off the map by hurricanes every few decades), Hawaii (expensive), the deep South and Texas (not that warm in the winter really), the desert southwest (it is very nice in the winter, but it's 110 every day in the summer).

There just aren't a lot of places in the US that have nice winters. Those that do are already overflowing with people. Part of the reason that the bay area is so expensive is because the weather is so nice. People are on to your little scam of avoiding winter ;)