Well, the language is generally different, which is a big barrier to moving (though you can get away with just English in a most countries, but some stuff - often public services - is only in the local language). There is also a cultural element in that people behave and expect slightly different things in different countries, which can be a bit of an adjustment.

Even bigger than that is that most people aren't comfortable with big changes and tend to stick to their own country - at the very least the first big move takes a significant amount of courage.

Then if you have your own house with lots of stuff you have to arrange for the move, which will probably cost you maybe €1500 - €3000 depending on the distance and how much stuff you have.

And finally, in my experience no country is all good or all shit - they generally have some good things and some bad things. Also, the grass is always greener on the other side of the fence until you move there, were after a while it's the grass on the other side of the fence that starts looking greener.

That said, some people - mainly the so-called Digital Nomads - do spend their life moving from country to country whilst working remotelly, which works especially well if you spend different Seasons in different places in Europe (some places are much better in the Summer and others in Winter). This is not new: I've met people whose life was working as Scuba Diver instructors in Summer in a country and as Ski Instructors in Winter in a different country.