That's like calling Guam or the Philippines in the 30s "America" and someone leaving the PI to seek refuge in Guam as "never leaving America" - they have their own governments and are completely different countries and laws and jurisdiction.

They're not America, they are territories. They are under occupation, like Judea and Egypt were, but were separate distinct states with their own authority

"Well Jesus never left an area of land outside of Roman military occupation" is the same thing is really silly dude