Yes - I recently followed up the source of one of these media stories about the 'exodus' of UK millionaires - it was New World Wealth - which seems to be a one-man-band using a co-working space in Johannesburg, South Africa, with a 'GoDaddy' website - and if you click on its 'Britain's Wealth Exodus' report link it just takes you to a press release from last October from a 'wealth migration' consultancy (trying to encourage migration for obvious business reasons).
Nothing about the story has any journalistic credibility at all, as far as I can see.
And that's, of course, leaving aside the really big unsupported assumptions in such views - the two biggest being:
1. That tax from the wealthy 'pays for' public services (it doesn't - it just mitigates inflationary pressure, which is also accomplished by the wealthy leaving the country), and
2. That the wealthy living in the UK means they invest productively in the UK (but by and large, in fact they don't - indeed their UK 'investments' are likely to be in unproductive assets like property and shares, etc, already in circulation, so tending generally to make most UK residents poorer).