I can only has it a guess why that could be the case, one of the major factors for relocation could be Business/Financial Prospects, Climatic conditions settling down into more coastal areas enjoying some of their acquired wealth and better protection of their money via tax havens and lastly the fear of having wealth around those that have something against a sector of society who has become successful or in some cases handed down through families from old money to the younger generation and naturally and logically the world we live in today well have a baring on those decisions with respect to fear of the unknown elements of terrorism that could be viewed as targets, so they are getting out of dodge.
I think that there are major differences between countries, and you can't group Europe all together. I doubt Rome has the same issues that Paris has, and I know that Athens (Greece) has major economic issues that are unrelated to Paris's issues.
I think the real problem is a lack of good government, and that the terrorism concerns they site are a symtom, rather than the cause.
Europe is having some issues. Basically, after WWII, Europe's government embraced diversity, but their population did not follow. They invited immigrants in, as a reaction against Hitler.
But the people still were just as racist and prejudiced. So they treated the immigrants poorly, creating second class citizens and slums. America dealt with some of those issues in the 60's and 70's, while Europe did not.
America has done a much better job of integrating immigrants than Europe - and we are still have issues that need to be resolved.
So in Europe, those issues are exaggerated (even more so than in the US), resulting in many social issues, including but not limited to racism, crime, poverty and terrorism.