It's good to have optionality and an escape valve.

It's dangerous to rely on Western countries, because such reliance means those countries can screw you over all they want. You need a way to say FU to them, even if you never actually use it. That's what they're afraid of.

And it doesn't have to be a binary decision. You can e.g. move your business to one country and live in another. Or do the trifecta to avoid extortion.