People who have moved away from Chicago: how was it? Did you move back?

Life long Chicagoan. As more time goes on the more I tire of Illinois as a whole for many reasons. Despite the idea that the winter has been relatively mild lately, the winter wears me down more and more each year and is affecting my mental health. The cost of living is starting to get less feasible for me and the taxes are getting worse. Some of my family members moved to a lower cost of living state a few years ago with milder winters and with no state income tax and I’m starting to think about relocating. Anyone who moved away from Chicago, what was your experience? Were you homesick ? Did you move back? Do you currently love the city you left to? Any help is appreciated.