Actually, SpaceX had to travel to Kwajalein Atoll because it was unable to perform its early launch tests at Andrews Airforce Base: NASA made it very difficult for SpaceX. Musk has stuck with the US because he believes in us as a country. I recommend reading the book "Liftoff", by Eric Berger: it chronicles the fascinating first ten years of SpaceX, and Berger interviews all of the original ten principals.