Earlier quoted context omitted.
I agree with your observation and statement, but also want to add there is a moral argument that if one objects to a law or a contract, one should remove oneself from under it (leave the country/company) rather than break it, even if the law itself is immoral. Not that I'm arguing one way or another how that applies in this situation, though.
There the concept of civil disobedience. You don't simply leave a country because you disagree with it, you change it. Refer to the King and the civil rights movement for more. Go further back to the other Martin Luther for even more.
Some do. See: secessionists or separatists. For historical examples, the English religious separatists who moved to Holland. Or the Confederates in the American Civil War.
To be clear, I'm not defending their position or arguing whether or not this is better than civil disobedience, but clearly there is a separatist/secessionist school of moral thought.