But even in Fifa's Byzantine world of gifts, bribes and secret handshakes, New Zealand ditching Oceania to join Asia would be a step too far.
Let's break it down.
It's unlikely to get Asia's support
When Australia left Oceania for Asia in 2006, they had a population of 20 million and a market which attracted Asia's business interests. New Zealand, with a population of just over four million, is like Australia's ugly little sister by comparison; much smaller, less attractive and they would inevitably become a burden.
It's unlikely to get Oceania's support
If New Zealand left Oceania, the confederation would likely dissolve, totally losing its identity, and direct qualification paths to World Cups. For a move to be sanctioned by OFC, a majority of the 11 member associations would need to vote in support. That's not going to happen.
It's unlikely to get Fifa's support
If Asia swallowed up Oceania, they would become the most powerful super confederation in the world and the perfect place to breed the next leader of Fifa. That's unlikely to appeal to Sepp Blatter.
New Zealand Football can't afford it to happen
It costs New Zealand Football between $60,000 to $100,000 to send teams to age group World Cup qualifying tournaments in Oceania. If the tournaments are hosted in New Zealand, like many are, it's a lot cheaper.
If NZF had to send every team to one of the 48 countries in Asia for qualifying it would be a financial nightmare.
Australia have also found it incredibly challenging to get in and out of countries like Oman in Fifa international windows and it would be even more of a logistical nightmare for New Zealand.
Should Asia one day split into East and West, there could be wiggle room for New Zealand and the Oceania nations to join the Eastern bloc, but that seems very unlikely under Blatter's watch.
The most optimistic compromise would allow the OFC Nations Cup winner to join the final stage of Asian qualifying for the World Cup, giving the All Whites more than one big home game to generate public interest should they progress past Oceania's best.
But it's not all bad news for New Zealand Football.
Being stuck in Oceania means we have an easy route to age group World Cup finals, Confederation Cups, Club World Cups and the odd huge payday from one-off broadcasting deals for World Cup qualifiers.
So let's enjoy the good bits, because New Zealand is not going anywhere in the foreseeable future.
The one thing we should remember in addressing our Asian envy is this: It's not the size of the confederation that counts, it's how you use it.