I understand what you mean. I also think the same applies to the entire world. I have much more respect and admiration for people living in shitty countries that stay and work hard to make those countries better... than the ones who run away to places where things are better and you don't have to work for anything at all. And yes, I have seen that sort of thing up front and personal with my own eyes. Hell, it is happening right now with the illegal alien invasion crisis.
Concerning taxes... yes, most of us here pay a fortune in taxes (state, federal and local) and a lot of that goes to many things we don't want to pay for, including oppressive nanny government that tramples on our rights. I don't have a good answer about how to escape those taxes, but I do know that my total family tax bill in "live free or die" NH (as retired folks) would be significantly higher than it is in loony, moonbatty Taxachusetts. Weird, but true. YMMV.
All that said, the new MA anti-gunowner law (whenever it comes) will be bad and threatening and I won't diss anyone who decides they have to leave rather than stay. Fighting it within state government will be futile... impossible, really. It will be a court fight. It will be long and nasty and costly. But the fight must be won and some of us had better stick around to fund it and fight it or we are doomed to watch all of the New England states eventually flush down the anti-2A drain.