When Rabbi Zeira wanted to move to the Land of Israel, it raised a lot of ire - to the extent that R. Yehudah says doing so was a violation of God's exile. Which leads us to the 3 oaths (from Shir HaShirim) that seem to deter group aliyah, at the very least, and is the basis of some portion of Orthodox Jewish anti-Zionism (or non-Zionism). Plus, Ulla and his death outside of the Land of Israel. Also, when it comes to the resurrection of the dead, where one dies (in the Land of Israel or not) may make a difference (it's a matter of dispute). Also, the experience of the resurrection of the righteous in Jerusalem, in a blossoming joyous way.