I think setting up a life is difficult, tbh. I've lived in a few places, and the hassle of closing banks, driver's license, changing mail address, getting the right documents at the right locations sometimes come to bite. Also, losing friends is a big deal. It's hard to have many and even harder to keep them. You may say that true friends never leave, and indeed they don't, but being out of touch with what's going on can really suck.