Well let's take my situation for instance:
I live in a town just south of Memphis, a very bike UN-friendly town. I work in a slightly more bike friendly (very slightly) even farther south from me. I try my best to bike to work twice a week, 31 miles round trip.
Memphis has made HUGE strides in recent years in bike facilities all over town. And IMHO it's simply an EASIER place to cycle than where I live. Things aren't so spread out, roads aren't so small, hills aren't so large (riding a hilly 2-lane 45 MPH back road with constant traffic SUCKS!), and so on. Memphis is routinely in the news for being a "dangerous" place to live, but really there are many GREAT areas of town to live. Midtown for example, downtown, most parts of East Memphis, and so on.
I would LOVE LOVE LOVE to be able to live in and bike to work in Memphis. But to make that happen I would first have to sell my house, likely for a loss, and find a place up there. Home prices are somewhat comparable depending on the area, but property taxes are THROUGH THE ROOF. 2-3 times what I'm currently paying annually, for an even smaller house than what we have now. I would also have to find a different job, because Memphis is even farther from my current job.
I have an architecture degree and work at this small town architecture firm where I've been 10 years this May. I love my job and the people, and it would just kill me to leave. I love the position and the things that I do here. Not to mention there probably aren't even any jobs available like my current position.
My parents are moving very near us soon, and that will put all my family with a few miles of us, except for my brother. When that happens it wouldn't make much sense, financially, or family-wise to try to relocate to Memphis. We may one day move here in town to a place that puts me a few miles closer to work, like 12 instead of 15. But even that is a LONG ways off.
So you see, changing your circumstance are not so easy for many people, especially with the current economy. Having a job you love is something VERY hard to come by, and if you have one (or for some people just being employed period) you really don't want to risk giving that up.