Moving a community is hard, so at least some of those mods are likely thinking that moving would destroy the community they worked so hard to manage. Its not like Reddit is going to respect a request to close, so they would end up competing with themselves when Reddit replaces them with compliant mods.
I'm not saying they shouldn't move (they should) but it's definitely a hard road to re-establish elsewhere. Some communities will thrive, but others, well, its possible that their users will just stay put.
thepixelfox