Why did so many Jews stay in Germany after 1933? The world is full of people who live under tyrannical systems that oppress them but they don't leave and the pull of home and the hope that things will get better is a powerful thing. Some of them don't know where they'd go. Some feel the devil they know is better than the devil they don't. Some don't want to leave family and friends to live among strangers. Some can't afford to move. There are lots of reasons. After a couple of generations, though, blacks did leave the south in great numbers in the Great Migration.
Your analogy is false and emotionally loaded. It is a demonstrable fact that antebellum laws toward freed blacks were on the whole more severe and more segregationist in the northern states than they were in the southern states. The former had a rigid system of black codes and outright prohibitions against blacks living within their borders. The latter, though by no means perfect or egalitarian in its treatment of blacks, permitted their coexistence within their states and societies with comparatively greater tolerance than the north. The simple truth is that free blacks generally did not cross the Ohio river because they knew the laws of places like Illinois and Indiana made them criminals the moment that they did. They also knew that they could obtain employment and relative economic stability in some southern states whereas northern counterparts legally segregated them, restricted their ability to own property, and restricted their rights to pursue employment.