Disagree - wealthy people don't become wealthy by giving all their money to the government. Expensive cars generally retain a decent value, but the taxes paid evaporate.
Many people don't relocate, but instead try to figure out a way to save a bunch of money on a large purchase - why pay more if it can be avoided?
Because not paying is tax evasion. If you go abroad, purchase a $50k watch, get a VAT refund then fail to declare, US Customs will fine you and probably pull your trusted traveler status. Are those people going to leave the US?