I have wondered why no Romans tried moving the western capital to Corsica or Sardinia.
Trouble getting food there.It's also not in the center of the empire.During the principate period,an emperor would have to be suicidal to try and move a capital there(if he doesn't get murdered by the Praetorian Guard or deposed by the senators,he'd probably be lynched by a very angry mob) and in the dominate period,it's just strategically poor to move a capital there.
wildly off topic, but in Rome:Total War, once you've conquered a wide swathe of the map, it's generally a good idea to put your capital in Crete... because of the 'distance=unhappiness' rule and Crete is about in the center of the map...