I think Fear is the primary reason why people tend not to move from their comfort zone to other places. They are afraid to be alone and apart from their family, afraid to experience new things, afraid to experience new life, afraid to experience new environments together with other people.
Also your comfort zone is your home and people with happy memories don't want to leave and move to other places because they want to keep such wonderful memories on their comfort zone. And if they have a good job and income in that area, they are satisfied and there is no reason for them to leave and move.
That's also the reason why people don't want to try investing in crypto as a source of income because they are already satisfied with their job mostly 8 to 12 hours a day. Or they are also afraid to lose their money if they are going to invest in other form of investment like in bitcoin.