A lot of it is down to the character and ambition of the individual (not to mention talent).
There are plenty of good players who have warmed the OF benches and various benches down south. McAllister and Lambert are guys who were very successful after moving away from Scotland. Others have not prospered.
The same can be said for players moving to the OF. It's very much risk and reward. If you have confidence in your own ability, heading south is a gamble, but the payoff can be huge. Sticking with the OF pretty much guarantees League titles, Cup Finals, an annual Champions League qualifier and a few Europa Cup games. It's a comparatively safe option if you make the first team but you are still only playing for a relatively small fish in an even smaller pond.