The devil we know is an owner who has provided only 7 playoff appearances and one World Series appearance in 42 years of ownership. An owner who has outright threatened to move previously and appears to be teasing the same tricks again now. An owner who has never signed a superstar to a $100 million contract. An owner who is an aggressive antagonist of the players union and wants to suppress player salaries and "win" that fight, instead of winning actual championships.
The fanbase is so down right now that I don't believe any potential future owner could make people any more apathetic than they currently are. My friends and I are in our 40's and have never been this bitter and disinterested in this team. We typically plan a weekend trip out of town to visit a new ballpark where the Sox play and this was the first season we skipped that option.
At this point, I think any change would be better than the feeling of helplessness that fans have. If a new owner comes in and moves the team? At least, Sox fans can move on instead of being stuck in some sort of weird limbo with an owner who openly antagonizes them and does not try to run the team like a 21st century franchise.