I think the problems they faced were with planning permission (right to light challenge from the Georgian houses / the Town Moor plan in the 90’s) rather than just £I'm not sure tbh.
I do know that they can never move from SJP as they'd have to pay for the demolition of the stadium and clearance of the land.
That would cost multi-millions before they even started buying the land to build a modern stadium.
I doubt demo costs for the Sports Direct Arena would actually be a significant issue if they were to move - the land would be worth far more if zoned for offices / resi.