The place they go towards is a place even less imaginable to us than the city of happiness. I cannot describe it at all. It is possible it does not exist. But they seem to know where they are going, the ones who walk away from Omelas.
The Unreal and the Real Volume 2: Selected Stories of Ursula K. Le Guin: Outer Space & Inner Lands (ed. Hachette UK, 2014) - ISBN: 9781473202870