The problem is that more authoritarian governments don't take kindly to freedom-of-movement, and even if they did, "leaving your country" really means "and your

The problem is that more authoritarian governments don't take kindly to freedom-of-movement, and even if they did, "leaving your country" really means "and your job and family and social life and legal system and culture and language and..." so there's lots of sources of unavoidable friction that get in the way of a "free market of governance". Case in point - we have "red states" and "blue states" with pretty substantial difference in policy, from taxes to abortion rights, but national red/blue party votes seem to indicate they're only split 60:40 or so in terms of their population, if that. Even though "immigration" across US state lines is as low friction as you can hope for.