No other country was willing to take them.

There are a couple issues that were important that were not depicted in Woman in Gold.

The Nazis spent a lot of time in the earliest years of the Holocaust trying to maintain a veneer of respectability. For that reason, they passed laws and they imprisoned people and oppressed Jews, but at the same time they didn't want it to seem like wholesale slaughter was underway. There are a lot of details that I could give month-to-month and country to country about what the Nazis did in this regard, but I'll just restrict my comments to Austria at this time period. Austria had just been annexed by Nazi Germany. There were many anti-semitic laws established, and while they were unfair, they had the veneer of legality. Jews were accused collectively of various crimes and compelled to give up all of their property as "fines" and "taxes". Many were taken into custody on trumped up charges in order to help expedite the process of theft and killing. You may remember that when the Nazis came to the Bloch-Bauer household in the film, they immediately informed the Bloch-Bauers that they owed a huge fine and the Nazis then began cataloguing and ultimately seizing many of the assets of the Bloch-Bauer family. They used various techniques to compel the Bloch-Bauers to sign over their assets to the Nazis. Had they simply seized the the assets without getting this legal cover, they could be open to international criticism and there might be more sympathy towards the Jews and the complaints that Jews worldwide were having about Nazi activities. There was also the issue of gaining control of international assets that the Nazis couldn't directly seize. So as you may recall in the film, the Bloch-Bauers were placed under house arrest and they were watched at all times by Nazi guards, who lived in the home with them. This was extraordinary behavior that was based on the fact that the Bloch-Bauers were extremely wealthy--the vast majority of Austrian Jews would not have been subjected to it. Not shown in the film is that the Nazis took Maria Altmann's husband's brother (Bernard Altmann) into custody at the concentration camp Buchenwald around this time in order to blackmail his family into signing over to the Nazis the ownership of the Altmann family textile mill. Which he did. Likewise, the Bloch-Bauers were being compelled by this harassment to sign over ownership if their sugar mill--they controlled about 20% of the sugar in Austria. The family did still manage to get some assets out of the country, and Bernard Altmann opened up a new textile business in England, and then Maria Altmann, now a refugee in the US, worked for the company to promote it--she became a purveyor of the cashmere sweaters being made at the Altmann factory after she arrived in the US. After the war, as the film implies, some of these coercive methods of the Nazis were nevertheless used to justify Austrian ownership of properties that had been seized from Jews during the war.

But this type of treatment was not typical for Jews in Austria or any other countries controlled by Nazis. Mostly, Jews were free to leave at this point in time and in Austria... IF they could find any country willing to accept them. But virtually no countries were willing to accept any Jews into them. As it became clear that Jews were under great peril in Europe from the Nazis, there was an international conference by many nations on what to do about all the potential Jewish refugees. It was called the Evian Conference, and was held July 6-15, 1938, and the result was that basically all countries there made it clear they would not be accepting Jewish refugees. The US had a small quota of Jewish immigrants that it said it would continue to accept, but in fact it never even came close to approaching accepting as many people as the quota allowed.