This is a really interesting topic and one that I have also thought about a lot after watching numerous documentaries and reading countless stories. I think like you mentioned, the feeling of belonging is definitely a big part.
I think there are multiple factors that affect everyone's decision, from where they live, the people they hang out with, the type of family they were brought up in, if/how many traumatic life events they have gone through, etc.
To elaborate on the last one. I've recently been digesting all the literature I can about North Korea, from its history to current state, trying to understand a bit more about the current dilemma the world faces with them in the middle. As an outsider, people see the regime as tyrants that keep their people living in poverty and have created a humanitarian crises. But within the regime, it was about 60 years ago that America completely decimated North Korea. I'm talking like the most bombs America had ever dropped to that point. Pyongyang was in ruins after the Korean war. So if you fast forward half a decade, it becomes easier to understand why some/many/most of the North Koreans still have disdain for America, in part surely because of propaganda but also because the oral history that no doubt has been passed down reminds them of what America did all those years ago, and thats not easy to let go off.
Sorry for the rant, really interesting subject though.
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