The Millionaire Share in California

The top line is California. They have the most millionaires of anybody in the country. But what separates California from New York, Illinois, New Jersey? And because they've all got high taxes, my God, taxes in California are outrageous. If you're paying 55 60% of your income to local state national taxes, why is California remaining so high there? How in the world does states like Illinois and New York and New Jersey that have such high taxes stop this money flight?