Probably because Hannity is also tied to his nightly FoxNews show, which is shot in FoxNewss NYC Studios.
Im sure Hannity would split from New York in a NY minute if he no longer had his FoxNews gig or got FoxNews to allow him to tape the show in Florida (Hannity does own a home down there). FoxNews two main studios are in NYC and DC - two locations with very high local and state income taxes.
That’s a good point, Hannity has the TV show which is in New York.......forgot about that. If it was radio only, he could easily do what Rush did and move out of state.........