Thank you for your response. I wanted to reply again as you asked me a question:
“What did you gain from starting the business or improving your fitness?”
I think this highlights what I originally said that both scenarios actually are ‘better’.

From starting a business I gained greater earning capacity, more autonomy and satisfaction from my work.
All these things are what I hoped I would gain from starting a business.

From improving my fitness I gained greater self respect, feeling healthier and a stronger commitment to hard work.
All these things are also what I hoped I would gain from starting.

So in both these scenarios it is better ‘there’ than ‘here’.
It IS better ‘there’ than ‘here’ is far more motivating and inspiring too.

I 100% agree that life is both good and bad regardless of my situation but can’t see how this relates to it not being better ‘there’ than ‘here’.
I don’t believe ‘there’ is the solution to all my problems. There is no amount of money or any other scenario that can possibly do this.

Is that the point the phrase is trying to make?
That if you think ‘there’ is the solution to all your problems then you are going to be sorely mistaken?

Thank you in advance for your answer 🙂