You are clearly not thinking coherently. CYS caseworkers have too many cases and are certainly not seeking new one. You use the terms CPS which means a child protective services case, which necessarily infers child abuse. Child welfare agencies deal with GPS (child neglect) or CPS (child abuse) cases. If you are correct that you are involved with a CPS case, I do not see the court permitting you to leave the jurisdiction with your child without first completing service objectives to address the abuse. If you are dealing with a GPS case, the court may be willing to transfer jurisdiction, but you will not simply get the case transferred and the matter end as you suggest. You will be required to address the reasons you and your family came into contact with their agency.
In transferring a dependency case out of state, the receiving state will need to conduct a home study in the new locations pursuant to the ICPC (interstate compact on the placement of children). This takes some time to complete.
You should consult with and retain an attorney. You should also follow very closely the services objectives ordered by the court. This is not only the path to closing the case, but will undoubtedly be best for your child.