Since the Patriot Act and other changes in the early 2000s, your nationality is henceforth Sticky if you live in the US.
My sister expatriated last year (to UK, actually) from US, and she had to hire an immigration attorney, go through interrogations (from both destination and comefrom), and actually got sent back to the US once they found accidentally conflicting stories from her friends who currently live in the UK.
I'd never make fun of people who express desire to leave. Not everyone has the same circumstances as you.