Allow me to revise and extend these remarks. Conservatives do talk about leaving, only in a different way. They talk about seceding. In a recent Daily Kos poll, 27% of Georgians said that their state would be better as an independent nation than as part of the U.S. A majority of Georgia Republicans felt this way. Another poll got similar numbers out of Texas. And Oklahoma has sought to reassert its sovereignty.
Strange to hear talk of secession from the former Confederate states. But I'm sure it has nothing to do with race.
Anyway, why do conservatives choose secession? Well, liberals at least have some place to go. Conservatives have to create their version of paradise where they already live.