People naturally run away from- or deal with- their problems.* Many times these problems are spawned from differences. People have to do something about such differences, it's human nature, and sometimes leaving seems the most logical way.
People move because of this feeling of logic. (Human nature is also drawn to logic.* **) Obviously people move because of money, job opportunities, or just a change of scenery. But I believe that when someone moves because of religious, political, or racial conflict, it's because of this sense of logical security.
*From Your Inner Reptile, a book about adaption and evolution.
**Though we are not particularly logical ourselves.