I have allegiance to the land, not the government. I would defend the country against invaders but never attack another on anyone's orders.
It took centuries and a lot of spilled blood to build what we have here. If everyone in the past operated on the mentality of fleeing before fighting, of moving to where the grass is a little greener when things started getting tough, then we could never boast of having it so well in the Western civilization. Eventually we would've ran out of places to escape to.
When the Muslims came, when the Mongols came, when the Soviets came, everybody would've just packed their bags and ran. To where, I might ask? Where is the Western man going to run to? Do you expect hospitality in Africa, or Asia, or the Middle East, for a man who turned his tail and ran? You'd be foolish to do so.
Better to go down in history as a man who stood his ground and fought, and lived for a higher ideal than his short-term welfare.