You can take your financial assets with you but they're ultimately worthless, they're just a construct that represents something which has real value, like shares of a company: its real estate, inventory, employees, institutional knowledge, and future productive output have real value, your piece of paper doesn't.

Distribution of wealth is about the distribution of real resources, especially control over human labor. And that underlying thing can always be taxed, optimized, or even repurposed to better serve the needs of society.

You can still tax based on the persons residence or citizenship. In the end someone can be attributed to wealth, and if they want to stay where they are physically, they should also tax like it.