American Jewish visitors to Israel have made a tradition of saying goodbye to the Western Wall. The custom was mocked by Meir Kahane, who was annoyed that so many Jews would willingly leave the Land of Israel for somewhere else. Zealots like him have been the exception rather than the rule in Jewish history.
We have testimony of voluntary exodus from biblical times through the second Temple period, when most Jews lived outside of the Land of Israel, and even in the Middle Ages, when many pilgrims to the Land of Israel came, took in the sights, and left. Maimonides wrote in his code of Jewish law that it is better to live in the Land of Israel among idolaters than outside of it. He wrote those words after he had left the Land of Israel and had taken up residence in Fustat, Egypt.
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