Quite a few left in the last years. Özil, Khedira, Podolski, Schürrle, Marin, Mertesacker, Holtby, Gomez and Klose are the well known ones, but also Trochowski, Lell, Huth, Riether and Ebert start regularly for teams in England and Spain and quite a few young talents also left for England, Yesil to Liverpool and Gnarbry to Arsenal for example.
That 'usually' is really a bit of a myth on the Caf. In the 70's Breitner and Netzer went to Real, in the 80's and early 90's a lot of our great players went abroad, mostly to Italy. Rummenigge, Matthäus, Schuster, Effenberg, Sammer, Kohler, Berthold, Brehme, Völler, Klinsmann, Illgner, Bierhoff, Ziege, Babbel and I'm sure there are more.
Our post 96 generation was simply terrible and the few good players went to Bayern. That's why there weren't a lot of quality German players abroad from 2000-2010. But even then Ballack, our only world class player during that time, left for England and wanted to go to Real the year before he left for Chelsea.