Pure speculation on my part, but perhaps:
1. Didn't want to uproot the children. They did (still do) have kids in school, and many parents won't move their children without reason.
2. The Fired Football Coaches Association. The organization was founded by Jon and runs out of a Tampa office. Perhaps he didn't want to move it to another location
3. If you're traveling for work anyway, then why move away from the spot where you've already settled. Gruden was fired in Jan 2009 and hired by ESPN in May 2009, so he had a traveling job just a few months after the Bucs job.
4. The housing crash started in 2006-2007. Gruden was employed by the Bucs from 2002 - 2009. It could be that they would have had to sell their house at a loss at that time as the value could've fallen significantly from the time of their purchase.
All of none of these could've played into the decision. I'm just thinking of rational reasons that would've kept them from relocating.