According to the New York Post, the exodus is not puzzling at all. In fact, it's been going on for decades.
The movement from high-tax, high-housing-cost states to low-tax, low-housing-cost states has been going on for more than 40 years ... From 1970 to 2010, the population of New York state rose from 18 million to 19 million. In that same period, the population of Texas grew from 11 million to 25 million.