I used to live in Amsterdam, quite a big Thai community there and indeed most don't want to return.
From what they told me there are several reasons:
1) They build a completely new life in the new country (kids who go to local schools, have a good paying job, own a business).
2) Don't want to be bothered by family popping in with money requests.
3) After a long stay away, then coming back for a holiday / funeral / ... a lot has changed. Friends moved on, old memories where either not good or won't match the reality anymore.
I know a few who came back but that was mostly after a short stay because they couldn't settle (weather, being alone in a house in the middle of nowhere while husband was working all the time). One guy sold his 2 restaurants and retired in Phuket.