Counter to your point, i did leave my home city that was too expensive for me to live in. I did nearly become homeless before landing a job but once i landed a job i was able to afford a small house in a few years, a nearly impossible goal for me in my home town. I did have the benefit of my work skills are fairly universal and I could find some kind of employment nearly anywhere. If its an attainable goal to move, even if risky id say more often than not its worthwhile. It would be wise to do extensive research into average living costs and employment opportunities before moving.