Only about 1 in 5 native Americans live on reservations or other "trust" lands, so the vast majority have made the choice you suggest. That 20% minority has likely chosen to stay for the same reasons many people of many races stay in small dying towns/communities - culture, family, "staying with the known", hopelessness, etc.
Gotta say, I am disappointed in the lack of empathy displayed too many times in this thread - including one not-so-veiled threat of vigilante justice. The reservations I have seen are a sad mess, but so are some portions of our major metropolitan areas and some of our struggling rural areas - our propensity to blame minorities for their lot and at the same time largely ignore the equally struggling poor white families does a disservice to both groups. One group is blamed, the other ignored. Helping all find their "boot straps" with less judgmentalism would be a nice step towards MAGA in my opinion.