The reason which set you wandering is ever at your heels. What pleasure is there in seeing new lands? Or in surveying cities and spots of interest? All your bustle is useless.
Do you ask why such flight does not help you? It is because you flee along with yourself. You must lay aside the burdens of the mind; until you do this, no place will satisfy you.
You need a change of soul rather than climate.
Read Lucius Annaeus Seneca
Letters from a Stoic (Penguin Classics)