I moved from the US to Canada and I'm much happier here.
I had an approved I-140, EB-2 class, great job in the States.. but I moved to Canada for two major reasons
1. Family life - my wife and I were in our early 30s and wanted to have kids. I didn't want my child growing up in the states for very many reasons. A couple of obvious ones - the terrible quality of US schools, the extreme income inequality, gun violence.. etc.
2. I wanted to have rights. As an H1B holder in the States, I didn't have the rights of a resident. I was just one grumpy CBP officer away from losing everything that I worked so hard for. After 10 years of living in a country, you start to get irritated by the same questions every time you land. "Why are you visiting the US", "Where do you work", "How long have you worked there".. etc. etc. And keep in mind that I was working for a FAANMG company as a direct employee.
Also, my wife is highly educated (she has an LL.M from a top US law school and is qualified in NY and our home country), and she wanted to start her own practice.
We thought long and hard, and decided to give up life in the US and move here. Before we did that, we made sure we had enough money to live for 2-3 years without a job.
It's now been almost two years since we moved and we haven't regretted it one bit. And the reason for not regretting things is because we did our research and set our expectations accordingly.
We were pleasantly surprised to find that Canadians are far more welcoming and friendly than Americans. The US has this fixation of being "the greatest country the world has ever known" and every American is convinced that you are super lucky to be allowed to partake in the "American Dream".
Canadians are not nearly as full of themselves!
These are entirely personal decisions and what made sense for us may not make sense for anyone else. I would say however, that is is extremely important to move with the correct set of expectations and be open to a period of readjustment and settling in. Don't make the mistake of comparing everything to the US and feeling sad about stuff.