They do, and they're caught, some 20 years later.
One dude was on a boat in a foreign country, lived there for years, eventually an agent came and got him.
In most of these cases, the people being caught are glad it's over. One woman came back on her own because she couldn't live with the thoughts anymore. It's like chicks who cheat, they have to tell someone.
Think about it, someone's full time job is to find you. Meanwhile, you're trying to live a normal life in another country, not leaving a paper trail, not being seen out doors that much. They eventually slip up.