They all have jobs, he should take the whole lot of them with him and tell NY good riddance.
All Hannity can really do is offer his staff a job in the new location and some financial assistance to move there. Life is complex, and most people can't, or are unwilling to uproot themselves and their families, just to stick with a certain employer.
I think Sean feels that he'd be adversely impacting too many people with his personal choice to leave. While I understand that, he ought to realize that most of those people would only be temporarily impacted by his decision. It's not like he'd destroy anyone's life because of it.
I think he's just too soft to go through with it.