Is it normal to feel like running away to another country to start afresh?

My life is perfect on paper. I am 25 years old, stay in the US on a visa, have a job on Wall Street that pays well, a boyfriend who loves me unconditionally and is settled here.
Still, I feel incredibly sad sometimes. I don?t know what it is but even though there is nothing wrong with my life on paper I sometimes feel like I want to quit my job, break up with my boyfriend, and move to another country (not my home country) and just start afresh.
Whoever I say this to says I?m being stupid and ?creating problems? when there are none.
Has anyone ever felt like this? I worked so hard to build this amazing life so why do I feel so unhappy with it now? This feeling of running away from my relationship, my job, everything is so irrational yet it sometimes overwhelm me. Other time, I feel so incredibly lucky to have everything laid out so perfectly for me to have a comfortable time for the rest of my life.
TL;DR feel like running away to a different country to start afresh


Source.