I've always felt the song was more concerned with escaping the bustle of city life and the claustrophobic feel of the East in general. The West was still becoming settled; most of the western states only entered the federation as states within the preceding 30 years (North and South Dakota, Montana, Washington, Idaho, Wyoming, Utah, Oklahoma, and only five years previously, New Mexico and Arizona). Even with the advent of the railroad lines, telegraph, radio and automobile roads, half the country was still a relative wilderness, where one could indeed hole oneself away from the world at large. Large areas of the western states remain sparsely inhabited even today; Wyoming, the tenth largest state in size, still has fewer than 550,000 inhabitants.