Sounds like one of the stories in "City" by Clifford D. Simak. This is a collection of linked short stories about the future of mankind.
According to Wikipedia the story I'm thinking of was first published on its own as "Desertion"
Just trying to link to a similiar question where the answer is the sameThis story has previously been identified in Story: Humans transform themselves into the indigenous life form on a Venus-like planet.
https://scifi.stackexchange.com/a/163857/128137