Because of what it fundamentally means. If we accept that it's OK to take away the rights (in this case the right to leave the country) of the ultra wealthy and powerful, it's only a matter of time until the argument is turned around to target those who have less power. Precedents are a thing, after all.
The point is, let's not take anyone's rights. Let's start by ensuring that tax loopholes for the ultra wealthy are eliminated, then increase the taxes on top earners if the financial situation is still dire. If they stay, more for everyone. If they leave, less corruption (which also means more for everyone). So you win either way, and we haven't set any potentially dangerous precedents.
EDIT: and to come back to the US example: those laws were actually introduced in that very vain, to target the very rich. Except that once the idea was seen as acceptable, it was turned into law that applied to everybody.