Living in NZ is, by and large, a lifestyle choice for smart, capable New Zealanders. It's trivial to work in Australia [1], reasonably easy [2] to work in the UK, and NZers have a good enough reputation to go to any other majority English-speaking country with little trouble.

Because the country is so small - and generally without a class system - it's possible, on a relatively small income, to have everything you might want. This has sometimes been reported as the "three Bs" - a boat, a BMW and a beach house [3]. To have those three things in the UK without being born into them, you might have to have a business that employs 100; a decent tradesman working alone in NZ can get those by their early 30s.

I think a short answer is "because it doesn't want to be."

[1] When traveling from Canada to Australia for work on my NZ passport, I was held up for some time explaining why I was traveling, who I worked for in Canada, who I was going to see, etc. If I had instead said "Hello, I want to live in your country forever, and claim benefits", they would have rubber-stamped my passport and allowed me on my merry way.

[2] Changing, even over the last few years, with the whim of the UK government

[3] http://techcrunch.com/2012/12/16/punching-above-their-weight...