Because in most places where living costs are low, wages are also low. Which is not a problem if you have lots of money saved up, but which will be problematic if you just want to start a new life. If you just want to get out of the US because of politics and other policy stuff, you will probably be most happy in western european countries or in australia.
Of course, a willingness to learn a new language greatly increases your options here. "Only english" is pretty limiting.