The ones most trapped are the small business owners - where relocating is either very expensive or impractical (e.g. if you owned a couple of fast food joints you can’t move them, you have to build new or sell and buy-in somewhere else) - and the urban professionals like doctors and lawyers. Their clients won’t move with them.
There are some ways for a business owner to mitigate, for example personally relocating and moving assets and ownership of equipment without shuttering the business itself, but they require a lot of maneuvering.
And as you said, the states try to go after you like they did to Rush even after he’d left.
The people I am thinking of are those professionals; doctors, lawyers, veterinarians and others who typically can retire young.
Many of these people may sell their practice and use some of their money to try to start another career or small business.
These are motivated people that are driven to do something but have grown tired of their profession and want to accomplish something new.
But starting a new business in a high tax and highly regulated state like Illinois would eat up much of the seed money for this new business.