Not in the same numbers, though.
Problem is you're acting like there's a universal answer. "In totality" means different things to different people. I can 100 percent say that NJ is not the best place to live, in totality, forever, always. For me. I miss some things, but I've found others that more than replace them. Maybe your friends are different, though having to wait until the sun goes down in the summer is not such a big deal. Actually some outdoor sports are more fun at night. On a related note, it's weird you mentioned mountains - NJ doesn't have mountains, so that's not part of its totality.
The grass actually isn't always greener. NJ has very nice, green grass. But other states, like Arizona since you mentioned it, have attributes that NJ can't touch. NJ is good for few, if any, of the things that are important to me in a place to live. I have a location-neutral job, so don't need access to the job market there, and beaches, big cities and other NJ attributes are down my list of importance. Things like ridiculous prices, taxes, humidity and overcrowding, on the other hand, weigh pretty big on my "do not want" list.
In totality, NJ isn't in my top 10, not sure if it'd crack 20. No hate, just preference. It seems other folks in this thread who have moved feel it's not their number one, either.