"Yeah, I could have, but anywhere else would kind of suck without you there."

Cora's never really prioritized places more than the people in them. Living somewhere great isn't the same if you don't have your family or pack, and since Derek is of the same mindset, they are willing to be wherever's easiest for Sarah.

"It's not that I'm choosing Asgard over everywhere else. I'm choosing you." Which is also important.