I'd love to do this some day but I'm pretty comfortable starting over. I'd be surprised if any significant portion of the US population would be willing to leave friends/family/routines for lower CoL.
Oh and there is an added bonus: having to deal with stateside banks wanting to close your brokerage accounts as soon as you let them know you're about to move abroad with unknown intent to return. And finding it near impossible to open brokerage accounts in foreign banks when they learn that you're an American citizen. Because FATCA. (to be fair, I believe this depends a bit where you're relocating to, but at least with Europe, no dice)