I’ve done this a few times in life. Not exactly “walked out on” my life, but struck out alone to forge a new path in unknown territories. It’s led me to a rich life.
But I agree with other posters about selection bias in the stories. Back when I was on round 2 of striking out, maybe 25 years ago, I met a couple guys doing the same thing, I think i picked them up hitchhiking in FL. I found their number in some old address book a couple years later and called to check up on them, and it had not gone well for them. Nothing tragic, but they had a crummy time, ended up in a crummy place with crummy jobs and no friends, and decided to go back to what they’d fled in the first place.
I think it’s a huge part luck and a fair part personality as to how this can go.
And also: it’s a huge difference to be running towards something better, versus running away from something crummy, psychologically at least.