The problem is setting up a society Y that you can go to.

When the US was formed, that was exactly the purpose. 

Even as the US expanded, most of those willing to move west were those who wanted to remove themselves from the society present in the previous location.

Today, there's a government pretty much setup everywhere. 

It's really not an easy case to pick up and move somewhere freer. We really need to talk enough folks into implementing that change.