The problem is that if you get caught you can be charged a federal crime instead of with a state crime.
Federal crimes include mandatory minimum sentences/jail time in addition to fines.
Believe me, I have thought about making the trip elsewhere since my state will be the last to ever legalize. The closest legal place is 2.5 hours from my house.
Me getting caught would screw up multiple lives including my own, however. Instead, I have to settle for the poor man’s stuff (delta8, delta9, etc) and only get the real stuff when I travel. The poor man’s stuff helps a medical condition I have, but is nothing like the real thing.